-44.0%
ACN vs EME
+544.7%
-588.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.6% |
| 7D | -6.3% | +2.7% | -9.1% | -6.5% |
| 30D | -1.4% | -6.8% | +5.4% | -0.9% |
| 3M | +2.6% | -8.8% | +11.4% | +3.2% |
| 6M | -14.3% | +5.0% | -19.3% | -16.5% |
| YTD | -33.1% | +23.5% | -56.6% | -37.6% |
| 1Y | -28.8% | +21.3% | -50.1% | -34.2% |
| 3Y | -43.0% | +241.1% | -284.0% | -65.8% |
| 5Y | -44.0% | +549.2% | -593.2% | -76.8% |
| All | -44.0% | +544.7% | -588.7% | -76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling