+121.1%
EEM vs ACN
+148.3%
-27.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +2.7% | -3.8% | +6.5% | +3.7% |
| 30D | -5.4% | +16.5% | -21.9% | -9.7% |
| 3M | -8.6% | +41.5% | -50.1% | -18.3% |
| 6M | -8.9% | +60.1% | -69.0% | -23.3% |
| YTD | +11.9% | -3.9% | +15.9% | +12.5% |
| 1Y | +13.1% | +4.1% | +9.0% | +9.6% |
| 3Y | +70.7% | -15.9% | +86.5% | +75.0% |
| 5Y | +31.8% | -26.3% | +58.1% | +40.6% |
| All | +121.1% | +148.3% | -27.1% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 10y: compounded portfolio wealth divided by compounded ACN 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…
10y analysis · Full analysis span regression · 6 months rolling