+72.1%
EEM vs ACM
-7.9%
+80.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.2% | -2.3% | +1.7% |
| 7D | -0.1% | +6.9% | -7.0% | -1.6% |
| 30D | -8.6% | +19.1% | -27.7% | -12.1% |
| 3M | -7.0% | -6.9% | -0.1% | -5.6% |
| 6M | -9.7% | -12.0% | +2.3% | -7.2% |
| YTD | +12.1% | -25.1% | +37.3% | +19.7% |
| 1Y | +14.1% | -45.4% | +59.5% | +33.5% |
| 3Y | +72.1% | -6.9% | +79.0% | +65.0% |
| All | +72.1% | -7.9% | +80.0% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling