+280.4%
EMR vs ACWI
+224.5%
+55.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.4% |
| 7D | +2.8% | +2.4% | +0.4% | -0.1% |
| 30D | +3.7% | -1.7% | +5.3% | +5.9% |
| 3M | +2.0% | -3.9% | +6.0% | +7.2% |
| 6M | +22.1% | +0.8% | +21.3% | +21.3% |
| YTD | +27.2% | +11.0% | +16.2% | +13.2% |
| 1Y | +32.0% | +13.1% | +18.9% | +15.0% |
| 3Y | +103.3% | +73.9% | +29.4% | +8.0% |
| 5Y | +88.2% | +59.0% | +29.2% | +10.9% |
| All | +280.4% | +224.5% | +55.9% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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