+404.4%
EME vs ACM
+5.4%
+399.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.5% |
| 7D | -8.8% | +6.6% | -15.4% | -11.7% |
| 30D | -18.2% | +19.8% | -38.0% | -25.4% |
| 3M | -20.2% | -3.1% | -17.1% | -19.8% |
| 6M | -29.9% | -11.5% | -18.4% | -26.7% |
| YTD | +5.7% | -24.7% | +30.4% | +20.1% |
| 1Y | -1.5% | -45.1% | +43.6% | +38.5% |
| 3Y | +208.4% | -8.9% | +217.3% | +204.1% |
| All | +404.4% | +5.4% | +399.0% | +344.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling