+854.3%
EEM vs ACN
+1,839.1%
-984.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.1% | +3.4% |
| 7D | +2.3% | -1.5% | +3.8% | +3.0% |
| 30D | +4.5% | +9.4% | -4.8% | -0.1% |
| 3M | -0.1% | +5.6% | -5.7% | -5.9% |
| 6M | +16.9% | -9.3% | +26.2% | +16.9% |
| YTD | +26.2% | -29.0% | +55.2% | +40.9% |
| 1Y | +40.5% | -24.7% | +65.2% | +50.8% |
| 3Y | +86.2% | -39.8% | +126.0% | +116.6% |
| 5Y | +45.5% | -40.9% | +86.4% | +64.9% |
| 10Y | +128.6% | +91.1% | +37.5% | +23.8% |
| All | +854.3% | +1,839.1% | -984.9% | +88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling