-9.3%
ACN vs EMR
+4.5%
-13.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.1% | -3.0% |
| 7D | -1.5% | -1.5% | 0.0% | -1.8% |
| 30D | +9.4% | -5.6% | +15.0% | +8.1% |
| 3M | +5.6% | +7.9% | -2.3% | +7.7% |
| 6M | -9.3% | +6.0% | -15.3% | -6.9% |
| All | -9.3% | +4.5% | -13.8% | -6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling