+16.9%
EMB vs ACI
+18.9%
-2.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.1% |
| 7D | 0.0% | -5.0% | +5.1% | +0.1% |
| 30D | -0.3% | -2.3% | +2.0% | -0.2% |
| 3M | -0.3% | -23.2% | +22.9% | +0.2% |
| 6M | +0.7% | -29.5% | +30.2% | +1.5% |
| YTD | +1.3% | -28.6% | +29.9% | +1.9% |
| 1Y | +4.7% | -34.0% | +38.7% | +5.6% |
| 3Y | +30.1% | -45.0% | +75.1% | +31.8% |
| 5Y | +6.9% | -44.0% | +50.9% | +7.7% |
| All | +16.9% | +18.9% | -2.0% | +15.6% |
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