+14.1%
EMB vs ACI
+32.8%
-18.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.2% |
| 7D | -0.9% | +2.3% | -3.2% | -1.0% |
| 30D | +0.4% | +1.2% | -0.9% | +0.3% |
| 3M | -3.1% | +6.8% | -9.9% | -3.3% |
| 6M | -2.1% | -18.7% | +16.7% | -1.7% |
| YTD | -1.1% | -20.2% | +19.1% | -0.7% |
| 1Y | -0.1% | -23.7% | +23.7% | +0.4% |
| 3Y | +29.6% | -31.6% | +61.2% | +30.5% |
| 5Y | +7.2% | -42.8% | +50.0% | +7.9% |
| All | +14.1% | +32.8% | -18.7% | +12.6% |
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