+267.8%
EMR vs ACM
+128.0%
+139.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | +3.1% | -0.3% | +3.3% | +3.2% |
| 30D | -3.5% | -12.9% | +9.4% | +2.9% |
| 3M | +9.8% | -6.4% | +16.1% | +12.1% |
| 6M | +10.8% | -29.2% | +40.0% | +31.6% |
| YTD | +15.9% | -29.9% | +45.9% | +37.9% |
| 1Y | +16.4% | -47.3% | +63.7% | +61.3% |
| 3Y | +62.1% | -19.6% | +81.7% | +74.2% |
| 5Y | +62.9% | +5.5% | +57.4% | +46.7% |
| 10Y | +267.8% | +129.7% | +138.1% | +112.9% |
| All | +267.8% | +128.0% | +139.8% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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