+30,092.1%
EME vs ACGL
+4,853.1%
+25,239.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +3.2% |
| 7D | -10.5% | +0.9% | -11.3% | -10.9% |
| 30D | -22.4% | +13.7% | -36.1% | -25.9% |
| 3M | -24.7% | +8.0% | -32.7% | -27.0% |
| 6M | -35.5% | +13.3% | -48.7% | -39.0% |
| YTD | -0.3% | +11.8% | -12.2% | -5.8% |
| 1Y | -6.7% | +22.2% | -29.0% | -14.6% |
| 3Y | +190.6% | +32.5% | +158.2% | +152.5% |
| 5Y | +367.3% | +160.2% | +207.1% | +214.3% |
| 10Y | +954.5% | +338.5% | +615.9% | +493.3% |
| All | +30,092.1% | +4,853.1% | +25,239.0% | +12,000.0% |
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