+17.0%
EMR vs ACI
-34.0%
+51.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.8% | -0.8% |
| 7D | +3.1% | -2.6% | +5.6% | +2.8% |
| 30D | -3.5% | +1.1% | -4.6% | -3.4% |
| 3M | +9.8% | -23.6% | +33.4% | +8.0% |
| 6M | +10.8% | -29.9% | +40.7% | +9.3% |
| YTD | +15.9% | -26.9% | +42.8% | +13.8% |
| All | +17.0% | -34.0% | +51.1% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling