+121.1%
EEM vs ACM
+132.6%
-11.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.5% |
| 7D | +2.7% | +5.6% | -3.0% | +0.8% |
| 30D | -5.4% | +20.8% | -26.2% | -11.1% |
| 3M | -8.6% | +11.4% | -20.1% | -12.2% |
| 6M | -8.9% | +0.9% | -9.8% | -10.2% |
| YTD | +11.9% | -24.8% | +36.7% | +20.9% |
| 1Y | +13.1% | -46.4% | +59.5% | +37.0% |
| 3Y | +70.7% | -9.2% | +79.9% | +68.7% |
| 5Y | +31.8% | +5.0% | +26.8% | +21.7% |
| All | +121.1% | +132.6% | -11.5% | +49.2% |
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