-28.8%
ACN vs EMR
+15.1%
-43.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.7% |
| 7D | -6.3% | +0.9% | -7.2% | -6.4% |
| 30D | -1.4% | -5.0% | +3.6% | -1.1% |
| 3M | +2.6% | +5.9% | -3.4% | +1.8% |
| 6M | -14.3% | +7.3% | -21.6% | -15.0% |
| YTD | -33.1% | +14.6% | -47.7% | -34.5% |
| 1Y | -28.8% | +15.6% | -44.4% | -31.6% |
| All | -28.8% | +15.1% | -43.9% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling