+1,697.2%
ACN vs EWJ
+263.6%
+1,433.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.5% |
| 7D | -1.5% | +2.5% | -4.0% | -2.9% |
| 30D | +9.4% | +3.3% | +6.1% | +7.2% |
| 3M | +5.6% | +5.0% | +0.7% | +1.2% |
| 6M | -9.3% | +11.5% | -20.8% | -16.9% |
| YTD | -29.0% | +22.4% | -51.4% | -38.8% |
| 1Y | -24.7% | +30.2% | -54.9% | -37.6% |
| 3Y | -39.8% | +72.8% | -112.6% | -58.9% |
| 5Y | -40.9% | +54.1% | -95.1% | -56.6% |
| 10Y | +91.1% | +140.6% | -49.5% | +9.2% |
| All | +1,697.2% | +263.6% | +1,433.6% | +607.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling