+1,697.2%
ACN vs EME
+7,564.4%
-5,867.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.8% |
| 7D | -1.5% | +1.9% | -3.4% | -2.1% |
| 30D | +9.4% | -8.3% | +17.6% | +11.8% |
| 3M | +5.6% | -10.7% | +16.4% | +6.7% |
| 6M | -9.3% | +1.9% | -11.2% | -13.0% |
| YTD | -29.0% | +23.5% | -52.4% | -36.5% |
| 1Y | -24.7% | +18.0% | -42.6% | -32.7% |
| 3Y | -39.8% | +236.1% | -275.9% | -64.2% |
| 5Y | -40.9% | +527.9% | -568.8% | -72.0% |
| 10Y | +91.1% | +1,252.8% | -1,161.7% | -33.6% |
| All | +1,697.2% | +7,564.4% | -5,867.2% | +212.3% |
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 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