+2,170.3%
EME vs ACM
+252.1%
+1,918.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | +8.4% | +5.6% | +2.7% | +5.1% |
| 30D | -11.5% | +20.8% | -32.3% | -20.9% |
| 3M | -20.6% | +11.4% | -32.0% | -26.2% |
| 6M | -28.5% | +0.9% | -29.4% | -31.0% |
| YTD | +8.0% | -24.8% | +32.8% | +21.5% |
| 1Y | +6.8% | -46.4% | +53.2% | +46.3% |
| 3Y | +213.9% | -9.2% | +223.1% | +214.3% |
| 5Y | +414.8% | +5.0% | +409.8% | +367.7% |
| 10Y | +916.9% | +130.6% | +786.4% | +460.6% |
| All | +2,170.3% | +252.1% | +1,918.2% | +750.4% |
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