+3,045.7%
EME vs ACWI
+339.1%
+2,706.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.6% |
| 7D | -8.8% | -0.2% | -8.6% | -8.6% |
| 30D | -18.2% | -3.3% | -14.9% | -14.7% |
| 3M | -20.2% | -3.4% | -16.8% | -16.6% |
| 6M | -29.9% | +0.8% | -30.7% | -30.1% |
| YTD | +5.7% | +10.7% | -5.0% | -5.5% |
| 1Y | -1.5% | +11.6% | -13.1% | -12.7% |
| 3Y | +208.4% | +73.4% | +135.1% | +64.3% |
| 5Y | +401.9% | +60.2% | +341.7% | +189.4% |
| 10Y | +914.2% | +221.6% | +692.6% | +149.0% |
| All | +3,045.7% | +339.1% | +2,706.6% | +454.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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