+1,102.1%
EME vs ACI
+17.4%
+1,084.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.8% |
| 7D | +0.9% | -7.1% | +8.0% | +1.1% |
| 30D | -8.4% | -4.5% | -3.9% | -8.3% |
| 3M | -3.6% | -22.3% | +18.7% | -2.8% |
| 6M | +3.6% | -28.4% | +32.0% | +4.7% |
| YTD | +22.5% | -29.5% | +52.0% | +23.9% |
| 1Y | +18.2% | -34.2% | +52.4% | +20.0% |
| 3Y | +238.4% | -45.7% | +284.0% | +247.6% |
| 5Y | +550.5% | -40.8% | +591.3% | +555.9% |
| All | +1,102.1% | +17.4% | +1,084.8% | +1,088.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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