+123.6%
EEM vs ACM
+130.8%
-7.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +3.0% | +2.6% |
| 7D | +0.7% | +3.0% | -2.3% | -0.2% |
| 30D | -6.2% | +19.7% | -25.9% | -11.5% |
| 3M | -5.2% | +5.3% | -10.5% | -7.3% |
| 6M | -8.1% | -10.8% | +2.6% | -5.9% |
| YTD | +14.0% | -25.1% | +39.1% | +23.0% |
| 1Y | +13.8% | -45.8% | +59.6% | +36.6% |
| 3Y | +73.7% | -9.4% | +83.1% | +72.0% |
| 5Y | +34.6% | +4.8% | +29.8% | +24.9% |
| 10Y | +123.6% | +129.8% | -6.2% | +53.3% |
| All | +123.6% | +130.8% | -7.3% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling