+3.2%
EME vs ACM
-46.1%
+49.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +11.3% | +5.1% | +6.2% | +10.7% |
| 30D | -14.6% | +18.7% | -33.2% | -16.1% |
| 3M | -20.4% | +15.5% | -35.9% | -21.8% |
| 6M | -28.3% | +1.2% | -29.5% | -28.7% |
| YTD | +8.6% | -25.2% | +33.8% | +15.2% |
| 1Y | +3.2% | -46.3% | +49.5% | +20.6% |
| All | +3.2% | -46.1% | +49.3% | +20.6% |
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