+14.7%
EMB vs ACI
+29.9%
-15.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.1% |
| 7D | -0.1% | -2.2% | +2.1% | -0.1% |
| 30D | +1.3% | +10.3% | -9.0% | +1.1% |
| 3M | -2.2% | +7.2% | -9.4% | -2.4% |
| 6M | -2.3% | -18.0% | +15.7% | -2.0% |
| YTD | -0.6% | -22.0% | +21.4% | -0.2% |
| 1Y | +0.5% | -23.4% | +23.8% | +0.9% |
| 3Y | +29.4% | -35.8% | +65.2% | +30.5% |
| 5Y | +6.5% | -43.7% | +50.2% | +7.2% |
| All | +14.7% | +29.9% | -15.2% | +13.2% |
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