+62.9%
EMR vs ACI
-44.9%
+107.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.8% | -0.2% |
| 7D | +3.1% | -2.6% | +5.6% | +3.3% |
| 30D | -3.5% | +1.1% | -4.6% | -3.6% |
| 3M | +9.8% | -23.6% | +33.4% | +12.0% |
| 6M | +10.8% | -29.9% | +40.7% | +14.1% |
| YTD | +15.9% | -26.9% | +42.8% | +18.5% |
| 1Y | +16.4% | -34.2% | +50.7% | +20.6% |
| 3Y | +62.1% | -43.6% | +105.7% | +70.9% |
| 5Y | +62.9% | -42.4% | +105.3% | +67.9% |
| All | +62.9% | -44.9% | +107.8% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling