+91.5%
EEM vs ACI
+17.4%
+74.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.1% |
| 7D | -0.7% | -7.1% | +6.4% | -0.5% |
| 30D | +2.4% | -4.5% | +6.9% | +2.5% |
| 3M | +4.2% | -22.3% | +26.4% | +4.8% |
| 6M | +14.8% | -28.4% | +43.2% | +15.7% |
| YTD | +23.1% | -29.5% | +52.6% | +24.1% |
| 1Y | +32.5% | -34.2% | +66.8% | +34.1% |
| 3Y | +85.9% | -45.7% | +131.6% | +89.9% |
| 5Y | +43.6% | -40.8% | +84.3% | +44.9% |
| All | +91.5% | +17.4% | +74.1% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling