+549.2%
EME vs ACI
-43.7%
+592.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | -0.1% | -2.4% |
| 7D | +2.7% | -5.0% | +7.8% | +2.8% |
| 30D | -6.8% | -2.3% | -4.5% | -6.8% |
| 3M | -8.8% | -23.2% | +14.4% | -7.9% |
| 6M | +5.0% | -29.5% | +34.5% | +6.5% |
| YTD | +23.5% | -28.6% | +52.1% | +25.0% |
| 1Y | +21.3% | -34.0% | +55.3% | +23.6% |
| 3Y | +241.1% | -45.0% | +286.0% | +252.6% |
| 5Y | +549.2% | -44.0% | +593.2% | +551.8% |
| All | +549.2% | -43.7% | +592.9% | +551.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling