+280.0%
EMR vs ACWI
+220.7%
+59.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.6% |
| 7D | +0.7% | -0.2% | +0.9% | +1.0% |
| 30D | +3.5% | -3.3% | +6.8% | +7.9% |
| 3M | +5.9% | -3.4% | +9.3% | +10.6% |
| 6M | +19.4% | +0.8% | +18.6% | +18.7% |
| YTD | +27.7% | +10.7% | +17.0% | +14.0% |
| 1Y | +30.9% | +11.6% | +19.3% | +15.9% |
| 3Y | +104.2% | +73.4% | +30.8% | +8.9% |
| 5Y | +89.6% | +60.2% | +29.4% | +10.7% |
| 10Y | +280.0% | +221.6% | +58.4% | -0.9% |
| All | +280.0% | +220.7% | +59.3% | -0.9% |
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