+36.2%
EMB vs ACM
+132.6%
-96.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -0.9% | +5.6% | -6.5% | -1.7% |
| 30D | +0.4% | +20.8% | -20.5% | -2.2% |
| 3M | -3.1% | +11.4% | -14.5% | -4.7% |
| 6M | -2.1% | +0.9% | -3.0% | -2.6% |
| YTD | -1.1% | -24.8% | +23.7% | +2.1% |
| 1Y | -0.1% | -46.4% | +46.4% | +8.4% |
| 3Y | +29.6% | -9.2% | +38.8% | +28.4% |
| 5Y | +7.2% | +5.0% | +2.2% | +2.9% |
| All | +36.2% | +132.6% | -96.4% | +14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling