+125.6%
EMB vs ACM
+159.0%
-33.5%
-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 | -2.7% | -10.5% | +7.7% | -1.9% |
| 6M | -2.8% | -19.7% | +16.9% | -1.2% |
| YTD | -1.1% | -28.8% | +27.7% | +1.4% |
| 1Y | 0.0% | -47.9% | +47.9% | +5.4% |
| 3Y | +28.8% | -12.4% | +41.1% | +28.9% |
| 5Y | +6.0% | +0.6% | +5.4% | +4.3% |
| 10Y | +29.1% | +161.3% | -132.1% | +15.6% |
| All | +125.6% | +159.0% | -33.5% | +92.8% |
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