-2.1%
EME vs ACM
-46.6%
+44.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.9% | -12.6% | -9.9% |
| 7D | -5.8% | +9.5% | -15.3% | -6.7% |
| 30D | -17.9% | +14.7% | -32.6% | -19.1% |
| 3M | -22.0% | -9.5% | -12.5% | -20.8% |
| 6M | -29.7% | -18.0% | -11.7% | -26.5% |
| YTD | +4.7% | -27.3% | +32.0% | +11.5% |
| 1Y | -2.1% | -47.0% | +44.9% | +12.5% |
| All | -2.1% | -46.6% | +44.4% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling