+102.1%
EEM vs ACWI
+341.2%
-239.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | -0.3% |
| 7D | -0.1% | +0.3% | -0.5% | -0.5% |
| 30D | -8.6% | -2.8% | -5.8% | -5.3% |
| 3M | -7.0% | -3.2% | -3.9% | -3.1% |
| 6M | -9.7% | +1.3% | -11.0% | -10.3% |
| YTD | +12.1% | +11.2% | +0.9% | -0.1% |
| 1Y | +14.1% | +13.8% | +0.3% | -1.2% |
| 3Y | +72.1% | +76.2% | -4.1% | -13.3% |
| 5Y | +34.1% | +59.5% | -25.4% | -24.9% |
| 10Y | +109.6% | +222.2% | -112.6% | -53.6% |
| All | +102.1% | +341.2% | -239.0% | -67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling