+280.4%
EMR vs ACM
+132.6%
+147.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.3% |
| 7D | +2.8% | +5.6% | -2.8% | -0.2% |
| 30D | +3.7% | +20.8% | -17.2% | -6.7% |
| 3M | +2.0% | +11.4% | -9.4% | -4.6% |
| 6M | +22.1% | +0.9% | +21.2% | +19.0% |
| YTD | +27.2% | -24.8% | +52.1% | +45.7% |
| 1Y | +32.0% | -46.4% | +78.5% | +83.2% |
| 3Y | +103.3% | -9.2% | +112.5% | +103.2% |
| 5Y | +88.2% | +5.0% | +83.2% | +69.4% |
| All | +280.4% | +132.6% | +147.8% | +115.4% |
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