+2,495.3%
EME vs ACM
+230.8%
+2,264.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +1.9% | -3.7% | +5.6% | +4.1% |
| 30D | -8.3% | -11.1% | +2.8% | -3.1% |
| 3M | -10.7% | -8.0% | -2.8% | -8.5% |
| 6M | +1.9% | -29.7% | +31.6% | +21.4% |
| YTD | +23.5% | -29.4% | +52.8% | +44.7% |
| 1Y | +18.0% | -46.4% | +64.4% | +62.3% |
| 3Y | +236.1% | -22.3% | +258.5% | +270.5% |
| 5Y | +527.9% | +4.5% | +523.4% | +473.8% |
| 10Y | +1,252.8% | +127.6% | +1,125.1% | +653.4% |
| All | +2,495.3% | +230.8% | +2,264.5% | +913.2% |
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