+91.0%
EEM vs ACI
-43.5%
+134.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.1% |
| 7D | +3.1% | -2.6% | +5.7% | +3.0% |
| 30D | +4.9% | +1.1% | +3.8% | +4.9% |
| 3M | +5.2% | -23.6% | +28.9% | +5.0% |
| 6M | +20.7% | -29.9% | +50.7% | +20.8% |
| YTD | +26.5% | -26.9% | +53.3% | +26.1% |
| 1Y | +37.8% | -34.2% | +72.1% | +38.9% |
| 3Y | +91.0% | -43.6% | +134.6% | +94.7% |
| All | +91.0% | -43.5% | +134.4% | +94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling