+31.0%
EMR vs ACGL
+21.3%
+9.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.0% | -1.4% | -0.6% | -2.1% |
| 30D | +2.8% | +12.4% | -9.5% | +3.8% |
| 3M | +2.0% | +11.1% | -9.1% | +2.9% |
| 6M | +20.7% | +16.3% | +4.4% | +22.8% |
| YTD | +27.3% | +13.8% | +13.5% | +29.0% |
| 1Y | +31.0% | +20.4% | +10.6% | +31.2% |
| All | +31.0% | +21.3% | +9.7% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling