+32.2%
EEM vs ACI
-42.9%
+75.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | +2.7% | +2.3% | +0.4% | +2.7% |
| 30D | -5.4% | +1.2% | -6.6% | -5.4% |
| 3M | -8.6% | +6.8% | -15.4% | -8.7% |
| 6M | -8.9% | -18.7% | +9.8% | -8.2% |
| YTD | +11.9% | -20.2% | +32.1% | +12.6% |
| 1Y | +13.1% | -23.7% | +36.8% | +14.2% |
| 3Y | +70.7% | -31.6% | +102.3% | +73.3% |
| All | +32.2% | -42.9% | +75.1% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling