+301.5%
EMR vs ACGL
+332.3%
-30.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.0% |
| 7D | +2.1% | -1.1% | +3.2% | +2.7% |
| 30D | +4.8% | +13.1% | -8.4% | -1.4% |
| 3M | +7.5% | +9.8% | -2.3% | +2.4% |
| 6M | +20.9% | +15.3% | +5.6% | +11.6% |
| YTD | +29.2% | +12.7% | +16.5% | +19.9% |
| 1Y | +33.0% | +20.7% | +12.3% | +19.2% |
| 3Y | +109.8% | +34.3% | +75.5% | +71.6% |
| 5Y | +91.9% | +170.6% | -78.6% | +0.9% |
| 10Y | +301.5% | +330.6% | -29.1% | +52.8% |
| All | +301.5% | +332.3% | -30.8% | +52.8% |
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 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