+126.7%
EMB vs ACM
+159.0%
-32.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.1% | +5.4% | -5.5% | -0.6% |
| 30D | +1.3% | +15.1% | -13.8% | 0.0% |
| 3M | -2.2% | -10.5% | +8.2% | -1.4% |
| 6M | -2.3% | -19.7% | +17.4% | -0.7% |
| YTD | -0.6% | -28.8% | +28.2% | +1.9% |
| 1Y | +0.5% | -47.9% | +48.3% | +6.0% |
| 3Y | +29.4% | -12.4% | +41.8% | +29.5% |
| 5Y | +6.5% | +0.6% | +5.9% | +4.8% |
| 10Y | +29.8% | +161.3% | -131.5% | +16.2% |
| All | +126.7% | +159.0% | -32.4% | +93.7% |
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