+877.5%
EME vs ACGL
+324.4%
+553.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.7% |
| 7D | +8.4% | +2.2% | +6.2% | +7.4% |
| 30D | -11.5% | +12.3% | -23.8% | -16.2% |
| 3M | -20.6% | +11.8% | -32.4% | -24.9% |
| 6M | -28.5% | +17.5% | -45.9% | -34.7% |
| YTD | +8.0% | +14.3% | -6.3% | -0.9% |
| 1Y | +6.8% | +18.2% | -11.4% | -3.7% |
| 3Y | +213.9% | +33.2% | +180.7% | +154.9% |
| 5Y | +414.8% | +174.3% | +240.5% | +165.5% |
| All | +877.5% | +324.4% | +553.1% | +275.3% |
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