-25.3%
ACN vs EWJ
+24.8%
-50.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.1% |
| 7D | -7.9% | -1.5% | -6.4% | -8.2% |
| 30D | -1.1% | +0.2% | -1.2% | -1.0% |
| 3M | +5.6% | +8.6% | -3.0% | +6.3% |
| 6M | -9.9% | +12.1% | -22.1% | -10.1% |
| YTD | -32.3% | +20.1% | -52.4% | -34.9% |
| 1Y | -25.3% | +25.2% | -50.5% | -29.5% |
| All | -25.3% | +24.8% | -50.1% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling