-15.9%
ACN vs EME
+216.1%
-232.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -3.8% | +8.4% | -12.2% | -3.1% |
| 30D | +16.5% | -11.5% | +28.0% | +15.6% |
| 3M | +41.5% | -20.6% | +62.1% | +39.5% |
| 6M | +60.1% | -28.5% | +88.6% | +59.8% |
| YTD | -3.9% | +8.0% | -12.0% | -6.9% |
| 1Y | +4.1% | +6.8% | -2.7% | +1.0% |
| 3Y | -15.9% | +213.9% | -229.8% | -31.3% |
| All | -15.9% | +216.1% | -232.0% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling