+17.2%
EMB vs ACI
+25.9%
-8.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | -0.3% | +5.9% | -6.2% | -0.4% |
| 3M | -0.4% | -19.8% | +19.4% | 0.0% |
| 6M | +0.1% | -24.7% | +24.9% | +0.7% |
| YTD | +1.6% | -24.4% | +26.0% | +2.1% |
| 1Y | +5.6% | -31.5% | +37.1% | +6.4% |
| 3Y | +29.8% | -38.7% | +68.5% | +31.1% |
| 5Y | +7.3% | -42.8% | +50.1% | +8.1% |
| All | +17.2% | +25.9% | -8.7% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling