+47.0%
EEM vs ACM
+4.8%
+42.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.6% |
| 3M | +5.2% | -6.4% | +11.6% | +6.4% |
| 6M | +20.7% | -29.2% | +49.9% | +32.7% |
| YTD | +26.5% | -29.9% | +56.4% | +38.7% |
| 1Y | +37.8% | -47.3% | +85.1% | +65.2% |
| 3Y | +91.0% | -19.6% | +110.6% | +93.9% |
| 5Y | +47.0% | +5.5% | +41.5% | +35.3% |
| All | +47.0% | +4.8% | +42.3% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling