+249.6%
EME vs ACM
-19.8%
+269.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.9% |
| 7D | +5.2% | -0.3% | +5.4% | +5.3% |
| 30D | -5.4% | -12.9% | +7.6% | +0.3% |
| 3M | -6.1% | -6.4% | +0.3% | -4.9% |
| 6M | +9.7% | -29.2% | +38.9% | +30.1% |
| YTD | +26.6% | -29.9% | +56.5% | +48.3% |
| 1Y | +24.6% | -47.3% | +71.9% | +78.4% |
| 3Y | +249.6% | -19.6% | +269.2% | +268.9% |
| All | +249.6% | -19.8% | +269.4% | +268.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling