+132.3%
EEM vs ACM
+124.8%
+7.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.4% |
| 7D | +2.0% | -3.7% | +5.7% | +3.2% |
| 30D | +5.1% | -12.7% | +17.7% | +9.0% |
| 3M | +4.6% | -9.8% | +14.4% | +7.0% |
| 6M | +17.8% | -31.4% | +49.2% | +31.3% |
| YTD | +25.8% | -32.1% | +57.9% | +39.9% |
| 1Y | +36.4% | -47.8% | +84.2% | +64.6% |
| 3Y | +90.0% | -22.1% | +112.1% | +97.7% |
| 5Y | +46.6% | +1.8% | +44.8% | +37.5% |
| 10Y | +132.3% | +132.5% | -0.3% | +71.2% |
| All | +132.3% | +124.8% | +7.5% | +71.2% |
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