+5.6%
EMB vs ACM
-45.8%
+51.4%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | 0.0% | -3.7% | +3.7% | +0.1% |
| 30D | -0.3% | -11.1% | +10.8% | +0.1% |
| 3M | -0.4% | -8.0% | +7.6% | -0.2% |
| 6M | +0.1% | -29.7% | +29.8% | +1.0% |
| YTD | +1.6% | -29.4% | +31.0% | +2.4% |
| 1Y | +5.6% | -46.4% | +52.0% | +6.9% |
| All | +5.6% | -45.8% | +51.4% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling