+47.0%
EEM vs ACWI
+67.7%
-20.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.6% |
| 7D | +3.1% | +1.1% | +2.0% | +2.0% |
| 30D | +4.9% | -0.2% | +5.1% | +5.1% |
| 3M | +5.2% | +4.7% | +0.5% | +1.0% |
| 6M | +20.7% | +14.5% | +6.2% | +7.2% |
| YTD | +26.5% | +14.6% | +11.8% | +12.4% |
| 1Y | +37.8% | +21.4% | +16.4% | +16.5% |
| 3Y | +91.0% | +77.6% | +13.4% | +15.3% |
| 5Y | +47.0% | +68.1% | -21.0% | -6.7% |
| All | +47.0% | +67.7% | -20.7% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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