+93.1%
ACN vs EME
+1,362.1%
-1,269.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.3% | -1.0% | +2.4% |
| 7D | -1.5% | +3.5% | -5.0% | -2.3% |
| 30D | +2.1% | -6.3% | +8.4% | +3.4% |
| 3M | +11.1% | -3.8% | +14.9% | +10.3% |
| 6M | -6.8% | +8.5% | -15.4% | -11.6% |
| YTD | -30.0% | +27.8% | -57.9% | -37.6% |
| 1Y | -23.1% | +22.2% | -45.3% | -31.5% |
| 3Y | -40.4% | +253.5% | -293.9% | -66.5% |
| 5Y | -41.6% | +578.6% | -620.2% | -75.5% |
| All | +93.1% | +1,362.1% | -1,269.0% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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