+83.4%
EMR vs ACI
-43.3%
+126.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.1% |
| 7D | -1.6% | -2.2% | +0.6% | -1.4% |
| 30D | +2.0% | +10.3% | -8.3% | +1.0% |
| 3M | +3.8% | +7.2% | -3.4% | +3.1% |
| 6M | +10.5% | -18.0% | +28.5% | +12.3% |
| YTD | +23.7% | -22.0% | +45.7% | +26.2% |
| 1Y | +25.4% | -23.4% | +48.8% | +28.2% |
| 3Y | +86.6% | -35.8% | +122.4% | +95.2% |
| All | +83.4% | -43.3% | +126.7% | +87.3% |
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