+2,182.0%
EME vs ACM
+250.2%
+1,931.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +11.3% | +5.1% | +6.2% | +8.3% |
| 30D | -14.6% | +18.7% | -33.2% | -22.8% |
| 3M | -20.4% | +15.5% | -35.9% | -27.6% |
| 6M | -28.3% | +1.2% | -29.5% | -30.9% |
| YTD | +8.6% | -25.2% | +33.8% | +22.5% |
| 1Y | +3.2% | -46.3% | +49.5% | +41.2% |
| 3Y | +216.8% | -9.6% | +226.3% | +217.8% |
| 5Y | +417.5% | +4.4% | +413.1% | +371.7% |
| 10Y | +922.2% | +129.3% | +792.9% | +465.3% |
| All | +2,182.0% | +250.2% | +1,931.9% | +757.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling