+91.0%
EEM vs ACM
-19.8%
+110.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +3.1% | -0.3% | +3.4% | +3.2% |
| 30D | +4.9% | -12.9% | +17.8% | +8.2% |
| 3M | +5.2% | -6.4% | +11.6% | +6.2% |
| 6M | +20.7% | -29.2% | +49.9% | +31.3% |
| YTD | +26.5% | -29.9% | +56.4% | +37.2% |
| 1Y | +37.8% | -47.3% | +85.1% | +62.1% |
| 3Y | +91.0% | -19.6% | +110.6% | +90.7% |
| All | +91.0% | -19.8% | +110.8% | +90.7% |
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