+14.8%
EMB vs ACI
+32.1%
-17.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.1% |
| 7D | -0.4% | -5.3% | +4.9% | -0.3% |
| 30D | +1.1% | +5.0% | -3.9% | +1.0% |
| 3M | -2.0% | +7.5% | -9.5% | -2.2% |
| 6M | -1.9% | -16.0% | +14.1% | -1.6% |
| YTD | -0.5% | -20.6% | +20.1% | -0.1% |
| 1Y | +0.1% | -23.5% | +23.6% | +0.6% |
| 3Y | +29.7% | -32.1% | +61.8% | +30.6% |
| 5Y | +8.1% | -42.5% | +50.6% | +8.8% |
| All | +14.8% | +32.1% | -17.3% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling