+22.2%
EME vs ACM
-48.8%
+71.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.2% |
| 7D | +3.5% | -4.6% | +8.1% | +4.3% |
| 30D | -6.3% | +4.1% | -10.4% | -7.1% |
| 3M | -3.8% | -8.3% | +4.5% | -3.2% |
| 6M | +8.5% | -30.1% | +38.6% | +18.6% |
| YTD | +27.8% | -32.6% | +60.4% | +39.7% |
| 1Y | +22.2% | -49.6% | +71.8% | +51.8% |
| All | +22.2% | -48.8% | +71.0% | +51.8% |
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