+122.7%
EEM vs ACM
+250.7%
-128.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.2% | -2.3% | +0.7% |
| 7D | -0.1% | +6.9% | -7.0% | -2.9% |
| 30D | -8.6% | +19.1% | -27.7% | -15.3% |
| 3M | -7.0% | -6.9% | -0.1% | -5.2% |
| 6M | -9.7% | -12.0% | +2.3% | -6.4% |
| YTD | +12.1% | -25.1% | +37.3% | +23.4% |
| 1Y | +14.1% | -45.4% | +59.5% | +43.4% |
| 3Y | +72.1% | -6.9% | +79.0% | +67.6% |
| 5Y | +34.1% | +3.7% | +30.4% | +21.7% |
| 10Y | +109.6% | +135.8% | -26.2% | +16.3% |
| All | +122.7% | +250.7% | -128.0% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling