+2,330.4%
ACN vs EME
+6,604.6%
-4,274.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -3.8% | +8.4% | -12.2% | -6.2% |
| 30D | +16.5% | -11.5% | +28.0% | +19.6% |
| 3M | +41.5% | -20.6% | +62.1% | +48.8% |
| 6M | +60.1% | -28.5% | +88.6% | +70.0% |
| YTD | -3.9% | +8.0% | -12.0% | -12.0% |
| 1Y | +4.1% | +6.8% | -2.7% | -4.5% |
| 3Y | -15.9% | +213.9% | -229.8% | -49.6% |
| 5Y | -26.3% | +414.8% | -441.1% | -63.3% |
| 10Y | +148.2% | +916.9% | -768.7% | -6.8% |
| All | +2,330.4% | +6,604.6% | -4,274.2% | +333.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling