+151.8%
ACN vs EMR
+279.1%
-127.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -5.7% | +2.7% | -8.4% | -6.9% |
| 30D | +17.0% | +2.1% | +14.9% | +15.5% |
| 3M | +39.9% | +2.3% | +37.6% | +37.6% |
| 6M | +50.2% | +22.5% | +27.7% | +34.9% |
| YTD | -4.2% | +27.2% | -31.3% | -16.6% |
| 1Y | +4.3% | +28.0% | -23.7% | -9.7% |
| 3Y | -17.1% | +103.4% | -120.5% | -44.7% |
| 5Y | -26.5% | +88.2% | -114.6% | -49.5% |
| All | +151.8% | +279.1% | -127.3% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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