-0.3%
EMB vs ACI
-22.6%
+22.3%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -0.7% | -0.5% | -0.2% | -0.7% |
| 30D | +0.5% | +4.9% | -4.4% | +0.6% |
| 3M | -2.5% | +11.1% | -13.6% | -2.4% |
| 6M | -2.0% | -14.9% | +12.9% | -2.4% |
| YTD | -0.9% | -19.6% | +18.7% | -1.3% |
| 1Y | -0.3% | -22.7% | +22.4% | -0.8% |
| All | -0.3% | -22.6% | +22.3% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling