+153.7%
ACN vs EMR
+294.2%
-140.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.1% |
| 7D | +1.6% | +0.7% | +0.9% | +1.1% |
| 30D | +24.6% | +3.5% | +21.1% | +22.3% |
| 3M | +46.2% | +5.9% | +40.3% | +41.6% |
| 6M | +46.2% | +19.4% | +26.7% | +32.9% |
| YTD | -0.9% | +27.7% | -28.5% | -13.9% |
| 1Y | +8.8% | +30.9% | -22.2% | -6.8% |
| 3Y | -14.3% | +104.2% | -118.5% | -42.9% |
| 5Y | -22.6% | +89.6% | -112.2% | -47.1% |
| 10Y | +153.7% | +280.0% | -126.3% | +23.2% |
| All | +153.7% | +294.2% | -140.5% | +23.2% |
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