+185.7%
EMR vs ACI
+18.9%
+166.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.0% |
| 7D | +0.9% | -5.0% | +6.0% | +1.3% |
| 30D | -5.0% | -2.3% | -2.6% | -4.8% |
| 3M | +5.9% | -23.2% | +29.1% | +7.7% |
| 6M | +7.3% | -29.5% | +36.8% | +9.9% |
| YTD | +14.6% | -28.6% | +43.2% | +17.0% |
| 1Y | +15.6% | -34.0% | +49.7% | +18.9% |
| 3Y | +60.2% | -45.0% | +105.1% | +67.4% |
| 5Y | +65.8% | -44.0% | +109.9% | +70.8% |
| All | +185.7% | +18.9% | +166.8% | +188.8% |
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