+50.2%
ACN vs EWJ
-0.1%
+50.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -2.0% |
| 7D | -5.7% | +3.6% | -9.4% | -3.2% |
| 30D | +17.0% | -6.0% | +23.1% | +11.8% |
| 3M | +39.9% | -6.5% | +46.3% | +32.7% |
| 6M | +50.2% | -0.1% | +50.3% | +53.7% |
| All | +50.2% | -0.1% | +50.3% | +53.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling