+34.1%
EEM vs ACM
+3.6%
+30.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.2% | -2.3% | +1.4% |
| 7D | -0.1% | +6.9% | -7.0% | -2.0% |
| 30D | -8.6% | +19.1% | -27.7% | -13.0% |
| 3M | -7.0% | -6.9% | -0.1% | -5.5% |
| 6M | -9.7% | -12.0% | +2.3% | -7.0% |
| YTD | +12.1% | -25.1% | +37.3% | +20.8% |
| 1Y | +14.1% | -45.4% | +59.5% | +36.3% |
| 3Y | +72.1% | -6.9% | +79.0% | +66.0% |
| 5Y | +34.1% | +3.7% | +30.4% | +21.5% |
| All | +34.1% | +3.6% | +30.5% | +21.5% |
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