+46.6%
EEM vs ACN
-44.1%
+90.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.2% |
| 7D | +2.0% | -6.3% | +8.3% | +2.9% |
| 30D | +5.1% | -1.4% | +6.5% | +5.2% |
| 3M | +4.6% | +2.6% | +2.0% | +4.0% |
| 6M | +17.8% | -14.3% | +32.1% | +21.7% |
| YTD | +25.8% | -33.1% | +58.9% | +38.2% |
| 1Y | +36.4% | -28.8% | +65.2% | +46.5% |
| 3Y | +90.0% | -43.0% | +132.9% | +113.4% |
| 5Y | +46.6% | -44.0% | +90.6% | +59.4% |
| All | +46.6% | -44.1% | +90.6% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling