+104.2%
EMR vs ACGL
+34.9%
+69.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | +0.7% | +1.3% | -0.6% | +0.5% |
| 30D | +3.5% | +14.2% | -10.7% | +1.3% |
| 3M | +5.9% | +11.1% | -5.2% | +4.1% |
| 6M | +19.4% | +16.4% | +3.1% | +16.2% |
| YTD | +27.7% | +13.8% | +13.9% | +24.4% |
| 1Y | +30.9% | +21.6% | +9.4% | +25.5% |
| 3Y | +104.2% | +33.5% | +70.6% | +103.5% |
| All | +104.2% | +34.9% | +69.3% | +103.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling