+46.6%
EEM vs ACI
-43.7%
+90.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.5% |
| 7D | +2.0% | -5.0% | +7.0% | +2.1% |
| 30D | +5.1% | -2.3% | +7.4% | +5.1% |
| 3M | +4.6% | -23.2% | +27.8% | +5.2% |
| 6M | +17.8% | -29.5% | +47.2% | +18.8% |
| YTD | +25.8% | -28.6% | +54.4% | +26.7% |
| 1Y | +36.4% | -34.0% | +70.4% | +38.0% |
| 3Y | +90.0% | -45.0% | +135.0% | +94.2% |
| 5Y | +46.6% | -44.0% | +90.6% | +47.5% |
| All | +46.6% | -43.7% | +90.3% | +47.5% |
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