+150.7%
EEM vs ACM
+230.8%
-80.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +2.3% | -3.7% | +6.1% | +4.0% |
| 30D | +4.5% | -11.1% | +15.6% | +9.0% |
| 3M | -0.1% | -8.0% | +7.9% | +2.2% |
| 6M | +16.9% | -29.7% | +46.6% | +33.7% |
| YTD | +26.2% | -29.4% | +55.6% | +42.9% |
| 1Y | +40.5% | -46.4% | +86.9% | +78.2% |
| 3Y | +86.2% | -22.3% | +108.5% | +96.6% |
| 5Y | +45.5% | +4.5% | +41.0% | +31.3% |
| 10Y | +128.6% | +127.6% | +1.0% | +27.9% |
| All | +150.7% | +230.8% | -80.1% | -7.9% |
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