+1,306.4%
EME vs ACGL
+270.1%
+1,036.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.9% | -2.6% |
| 7D | +2.7% | -2.1% | +4.9% | +3.6% |
| 30D | -6.8% | -2.2% | -4.6% | -6.1% |
| 3M | -8.8% | +6.3% | -15.1% | -12.5% |
| 6M | +5.0% | +0.5% | +4.5% | +3.1% |
| YTD | +23.5% | +0.2% | +23.3% | +20.6% |
| 1Y | +21.3% | +7.3% | +14.0% | +14.0% |
| 3Y | +241.1% | +30.8% | +210.2% | +175.7% |
| 5Y | +549.2% | +155.8% | +393.4% | +244.6% |
| 10Y | +1,306.4% | +276.3% | +1,030.1% | +516.1% |
| All | +1,306.4% | +270.1% | +1,036.3% | +516.1% |
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