+19.1%
EME vs ACM
-48.0%
+67.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.6% | -2.0% |
| 7D | +2.7% | -3.7% | +6.4% | +3.3% |
| 30D | -6.8% | -12.7% | +5.9% | -4.6% |
| 3M | -8.8% | -9.8% | +1.0% | -7.6% |
| 6M | +5.0% | -31.4% | +36.4% | +15.6% |
| YTD | +23.5% | -32.1% | +55.6% | +34.9% |
| All | +19.1% | -48.0% | +67.1% | +46.4% |
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