+2,325.1%
ACN vs EMR
+1,099.7%
+1,225.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -5.7% | +2.7% | -8.4% | -7.0% |
| 30D | +17.0% | +2.1% | +14.9% | +15.3% |
| 3M | +39.9% | +2.3% | +37.6% | +37.2% |
| 6M | +50.2% | +22.5% | +27.7% | +33.4% |
| YTD | -4.2% | +27.2% | -31.3% | -17.7% |
| 1Y | +4.3% | +28.0% | -23.7% | -10.9% |
| 3Y | -17.1% | +103.4% | -120.5% | -45.7% |
| 5Y | -26.5% | +88.2% | -114.6% | -50.3% |
| 10Y | +147.7% | +280.3% | -132.6% | +9.7% |
| All | +2,325.1% | +1,099.7% | +1,225.4% | +344.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling