+88.5%
ACN vs EMR
+266.1%
-177.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.3% |
| 7D | -6.3% | +0.9% | -7.2% | -6.7% |
| 30D | -1.4% | -5.0% | +3.6% | +0.6% |
| 3M | +2.6% | +5.9% | -3.4% | -1.1% |
| 6M | -14.3% | +7.3% | -21.6% | -18.7% |
| YTD | -33.1% | +14.6% | -47.7% | -38.8% |
| 1Y | -28.8% | +15.6% | -44.4% | -35.4% |
| 3Y | -43.0% | +60.2% | -103.1% | -57.1% |
| 5Y | -44.0% | +65.8% | -109.9% | -59.1% |
| 10Y | +88.5% | +277.4% | -188.9% | -7.0% |
| All | +88.5% | +266.1% | -177.6% | -7.0% |
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