+131.7%
EMB vs ACM
+157.1%
-25.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | 0.0% | -3.7% | +3.7% | +0.3% |
| 30D | -0.3% | -11.1% | +10.8% | +0.6% |
| 3M | -0.4% | -8.0% | +7.6% | +0.1% |
| 6M | +0.1% | -29.7% | +29.8% | +3.0% |
| YTD | +1.6% | -29.4% | +31.0% | +4.3% |
| 1Y | +5.6% | -46.4% | +52.0% | +11.1% |
| 3Y | +29.8% | -22.3% | +52.2% | +31.4% |
| 5Y | +7.3% | +4.5% | +2.8% | +5.2% |
| 10Y | +30.4% | +127.6% | -97.2% | +17.9% |
| All | +131.7% | +157.1% | -25.4% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling