+556.6%
EME vs ACGL
+158.6%
+397.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +5.0% | +3.0% |
| 7D | +5.2% | -2.9% | +8.1% | +5.8% |
| 30D | -5.4% | -2.8% | -2.5% | -4.9% |
| 3M | -6.1% | +6.8% | -12.9% | -8.5% |
| 6M | +9.7% | -1.5% | +11.2% | +9.0% |
| YTD | +26.6% | -0.2% | +26.8% | +25.0% |
| 1Y | +24.6% | +5.3% | +19.3% | +20.6% |
| 3Y | +249.6% | +30.3% | +219.3% | +199.6% |
| 5Y | +556.6% | +151.8% | +404.7% | +276.8% |
| All | +556.6% | +158.6% | +397.9% | +276.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling