+301.5%
EMR vs ACWI
+226.8%
+74.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +1.2% |
| 7D | +2.1% | +0.3% | +1.8% | +1.8% |
| 30D | +4.8% | -2.8% | +7.6% | +8.6% |
| 3M | +7.5% | -3.2% | +10.6% | +11.9% |
| 6M | +20.9% | +1.3% | +19.6% | +19.4% |
| YTD | +29.2% | +11.2% | +18.0% | +14.7% |
| 1Y | +33.0% | +13.8% | +19.2% | +15.1% |
| 3Y | +109.8% | +76.2% | +33.6% | +9.8% |
| 5Y | +91.9% | +59.5% | +32.5% | +12.7% |
| 10Y | +301.5% | +222.2% | +79.3% | +7.2% |
| All | +301.5% | +226.8% | +74.7% | +7.2% |
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