+37,302.3%
EME vs ACGL
+4,429.2%
+32,873.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +2.3% |
| 7D | +1.9% | -0.7% | +2.6% | +2.1% |
| 30D | -8.3% | -1.0% | -7.3% | -8.1% |
| 3M | -10.7% | +11.0% | -21.8% | -14.7% |
| 6M | +1.9% | -0.3% | +2.2% | +0.9% |
| YTD | +23.5% | +2.3% | +21.2% | +20.7% |
| 1Y | +18.0% | +6.4% | +11.6% | +13.3% |
| 3Y | +236.1% | +34.0% | +202.1% | +190.7% |
| 5Y | +527.9% | +161.6% | +366.2% | +322.3% |
| 10Y | +1,252.8% | +278.6% | +974.2% | +700.4% |
| All | +37,302.3% | +4,429.2% | +32,873.1% | +15,411.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling