+60.1%
ACN vs EWJ
-0.5%
+60.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.4% |
| 7D | -3.8% | +4.0% | -7.8% | -1.1% |
| 30D | +16.5% | -4.3% | +20.8% | +13.1% |
| 3M | +41.5% | -6.8% | +48.3% | +33.9% |
| 6M | +60.1% | -0.9% | +61.0% | +62.9% |
| All | +60.1% | -0.5% | +60.5% | +62.9% |
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 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