+941.9%
EME vs ACGL
+332.3%
+609.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.5% | +7.0% |
| 7D | -4.4% | -1.1% | -3.3% | -4.1% |
| 30D | -17.3% | +13.1% | -30.4% | -21.9% |
| 3M | -20.0% | +9.8% | -29.8% | -23.7% |
| 6M | -29.1% | +15.3% | -44.4% | -34.7% |
| YTD | +6.9% | +12.7% | -5.8% | -1.3% |
| 1Y | +0.8% | +20.7% | -19.9% | -10.2% |
| 3Y | +214.4% | +34.3% | +180.1% | +153.6% |
| 5Y | +404.2% | +170.6% | +233.6% | +161.4% |
| 10Y | +941.9% | +330.6% | +611.4% | +278.1% |
| All | +941.9% | +332.3% | +609.6% | +278.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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