+12.2%
EEM vs ACI
-22.6%
+34.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.3% |
| 7D | +5.3% | -0.5% | +5.8% | +5.3% |
| 30D | -7.0% | +4.9% | -11.9% | -6.2% |
| 3M | -8.0% | +11.1% | -19.1% | -6.3% |
| 6M | -6.6% | -14.9% | +8.3% | -7.9% |
| YTD | +12.3% | -19.6% | +31.9% | +9.6% |
| 1Y | +12.2% | -22.7% | +34.9% | +9.2% |
| All | +12.2% | -22.6% | +34.8% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling