-42.9%
ACN vs EMR
+62.8%
-105.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -4.8% | +3.1% | -7.9% | -5.9% |
| 30D | +1.9% | -3.5% | +5.4% | +3.1% |
| 3M | +3.9% | +9.8% | -5.9% | -0.8% |
| 6M | -15.0% | +10.8% | -25.8% | -20.0% |
| YTD | -31.9% | +15.9% | -47.8% | -37.5% |
| 1Y | -28.5% | +16.4% | -44.9% | -34.8% |
| 3Y | -41.9% | +62.1% | -104.0% | -56.6% |
| 5Y | -42.9% | +62.9% | -105.8% | -58.9% |
| All | -42.9% | +62.8% | -105.6% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling