+1,111.5%
EME vs ACI
+25.9%
+1,085.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | -8.3% | +5.9% | -14.2% | -8.4% |
| 3M | -10.7% | -19.8% | +9.0% | -10.0% |
| 6M | +1.9% | -24.7% | +26.6% | +3.0% |
| YTD | +23.5% | -24.4% | +47.9% | +24.7% |
| 1Y | +18.0% | -31.5% | +49.5% | +19.9% |
| 3Y | +236.1% | -38.7% | +274.8% | +243.2% |
| 5Y | +527.9% | -42.8% | +570.7% | +534.7% |
| All | +1,111.5% | +25.9% | +1,085.6% | +1,095.6% |
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