+216.1%
EMR vs ACI
+32.8%
+183.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.3% |
| 7D | +2.5% | +2.3% | +0.2% | +2.3% |
| 30D | +3.3% | +1.2% | +2.0% | +3.2% |
| 3M | +1.7% | +6.8% | -5.1% | +1.1% |
| 6M | +21.7% | -18.7% | +40.4% | +23.3% |
| YTD | +26.8% | -20.2% | +47.0% | +28.4% |
| 1Y | +31.6% | -23.7% | +55.3% | +33.9% |
| 3Y | +102.5% | -31.6% | +134.2% | +107.4% |
| 5Y | +87.5% | -42.8% | +130.3% | +92.1% |
| All | +216.1% | +32.8% | +183.3% | +217.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling