+152.3%
ACN vs EWJ
+126.4%
+25.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -3.8% | +4.0% | -7.8% | -6.5% |
| 30D | +16.5% | -4.3% | +20.8% | +19.3% |
| 3M | +41.5% | -6.8% | +48.3% | +47.1% |
| 6M | +60.1% | -0.9% | +61.0% | +56.5% |
| YTD | -3.9% | +14.3% | -18.2% | -17.6% |
| 1Y | +4.1% | +15.3% | -11.2% | -11.5% |
| 3Y | -15.9% | +65.6% | -81.5% | -50.1% |
| 5Y | -26.3% | +47.5% | -73.8% | -51.3% |
| All | +152.3% | +126.4% | +25.9% | +14.9% |
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