+128.5%
EEM vs ACN
+97.5%
+31.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | +0.3% |
| 7D | -1.3% | -1.5% | +0.3% | -0.9% |
| 30D | +2.1% | +2.1% | 0.0% | +1.2% |
| 3M | +1.0% | +11.1% | -10.1% | -3.9% |
| 6M | +15.9% | -6.8% | +22.8% | +16.4% |
| YTD | +24.6% | -30.0% | +54.7% | +38.4% |
| 1Y | +32.3% | -23.1% | +55.4% | +40.5% |
| 3Y | +85.9% | -40.4% | +126.3% | +113.1% |
| 5Y | +45.4% | -41.6% | +86.9% | +63.6% |
| All | +128.5% | +97.5% | +31.0% | +47.3% |
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