+93.1%
ACN vs EWJ
+144.4%
-51.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +1.8% |
| 7D | -1.5% | +0.3% | -1.8% | -1.7% |
| 30D | +2.1% | +0.8% | +1.3% | +1.5% |
| 3M | +11.1% | +7.5% | +3.6% | +3.9% |
| 6M | -6.8% | +15.6% | -22.4% | -18.7% |
| YTD | -30.0% | +22.7% | -52.8% | -42.3% |
| 1Y | -23.1% | +26.4% | -49.5% | -38.4% |
| 3Y | -40.4% | +72.5% | -112.9% | -65.0% |
| 5Y | -41.6% | +52.4% | -94.0% | -61.5% |
| All | +93.1% | +144.4% | -51.4% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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