+74.7%
EEM vs ACI
+33.9%
+40.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.5% |
| 7D | +5.3% | -0.5% | +5.8% | +5.3% |
| 30D | -7.0% | +4.9% | -11.9% | -7.1% |
| 3M | -8.0% | +11.1% | -19.1% | -8.2% |
| 6M | -6.6% | -14.9% | +8.3% | -6.2% |
| YTD | +12.3% | -19.6% | +31.9% | +13.0% |
| 1Y | +12.2% | -22.7% | +34.9% | +13.0% |
| 3Y | +71.2% | -31.2% | +102.5% | +73.4% |
| 5Y | +32.2% | -42.3% | +74.6% | +33.9% |
| All | +74.7% | +33.9% | +40.9% | +67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling