+959.8%
EME vs ACI
+32.8%
+927.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.5% |
| 7D | +8.4% | +2.3% | +6.1% | +8.4% |
| 30D | -11.5% | +1.2% | -12.7% | -11.5% |
| 3M | -20.6% | +6.8% | -27.4% | -20.7% |
| 6M | -28.5% | -18.7% | -9.8% | -27.8% |
| YTD | +8.0% | -20.2% | +28.2% | +9.0% |
| 1Y | +6.8% | -23.7% | +30.5% | +8.1% |
| 3Y | +213.9% | -31.6% | +245.5% | +218.6% |
| 5Y | +414.8% | -42.8% | +457.6% | +423.1% |
| All | +959.8% | +32.8% | +927.0% | +945.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling