+62.1%
EMR vs ACI
-43.5%
+105.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.8% | -0.5% |
| 7D | +3.1% | -2.6% | +5.6% | +3.0% |
| 30D | -3.5% | +1.1% | -4.6% | -3.5% |
| 3M | +9.8% | -23.6% | +33.4% | +10.4% |
| 6M | +10.8% | -29.9% | +40.7% | +12.2% |
| YTD | +15.9% | -26.9% | +42.8% | +16.7% |
| 1Y | +16.4% | -34.2% | +50.7% | +18.6% |
| 3Y | +62.1% | -43.6% | +105.7% | +70.6% |
| All | +62.1% | -43.5% | +105.6% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling