+1,284.9%
EME vs ACM
+131.7%
+1,153.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | +0.3% |
| 7D | +0.9% | -5.9% | +6.8% | +4.7% |
| 30D | -8.4% | -6.2% | -2.2% | -5.8% |
| 3M | -3.6% | -7.9% | +4.3% | -1.4% |
| 6M | +3.6% | -30.6% | +34.2% | +25.8% |
| YTD | +22.5% | -33.3% | +55.8% | +50.1% |
| 1Y | +18.2% | -49.2% | +67.4% | +72.4% |
| 3Y | +238.4% | -23.5% | +261.8% | +275.5% |
| 5Y | +550.5% | +0.9% | +549.6% | +493.0% |
| All | +1,284.9% | +131.7% | +1,153.2% | +659.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling