+882.5%
EME vs ACM
+131.3%
+751.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +11.3% | +5.1% | +6.2% | +8.1% |
| 30D | -14.6% | +18.7% | -33.2% | -23.1% |
| 3M | -20.4% | +15.5% | -35.9% | -27.9% |
| 6M | -28.3% | +1.2% | -29.5% | -31.0% |
| YTD | +8.6% | -25.2% | +33.8% | +24.0% |
| 1Y | +3.2% | -46.3% | +49.5% | +46.5% |
| 3Y | +216.8% | -9.6% | +226.3% | +215.3% |
| 5Y | +417.5% | +4.4% | +413.1% | +360.3% |
| All | +882.5% | +131.3% | +751.2% | +450.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling