+32.5%
EMR vs ACGL
+21.8%
+10.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.5% |
| 7D | +2.1% | -1.1% | +3.2% | +2.0% |
| 30D | +4.8% | +13.1% | -8.4% | +5.8% |
| 3M | +7.5% | +9.8% | -2.3% | +8.3% |
| 6M | +20.9% | +15.3% | +5.6% | +22.8% |
| YTD | +29.2% | +12.7% | +16.5% | +30.8% |
| All | +32.5% | +21.8% | +10.7% | +32.7% |
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