+2,368.0%
ACN vs EMR
+1,118.4%
+1,249.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.4% | -6.8% | -4.4% |
| 7D | -2.5% | +2.1% | -4.7% | -3.7% |
| 30D | +22.6% | +4.8% | +17.9% | +19.4% |
| 3M | +45.9% | +7.5% | +38.4% | +39.8% |
| 6M | +43.8% | +20.9% | +23.0% | +28.7% |
| YTD | -2.5% | +29.2% | -31.6% | -16.9% |
| 1Y | +6.5% | +33.0% | -26.5% | -10.7% |
| 3Y | -14.2% | +109.8% | -123.9% | -44.6% |
| 5Y | -24.4% | +91.9% | -116.4% | -49.4% |
| 10Y | +156.3% | +301.5% | -145.2% | +10.5% |
| All | +2,368.0% | +1,118.4% | +1,249.6% | +349.1% |
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