+3,573.9%
EME vs ACWI
+356.8%
+3,217.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.8% |
| 7D | +1.9% | +0.5% | +1.4% | +1.3% |
| 30D | -8.3% | +0.9% | -9.1% | -9.2% |
| 3M | -10.7% | +2.4% | -13.1% | -12.7% |
| 6M | +1.9% | +12.4% | -10.5% | -10.9% |
| YTD | +23.5% | +15.2% | +8.3% | +5.0% |
| 1Y | +18.0% | +22.7% | -4.7% | -6.5% |
| 3Y | +236.1% | +75.8% | +160.3% | +75.5% |
| 5Y | +527.9% | +67.7% | +460.2% | +242.0% |
| 10Y | +1,252.8% | +229.0% | +1,023.8% | +222.8% |
| All | +3,573.9% | +356.8% | +3,217.1% | +516.1% |
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