+152.3%
ACN vs EWZ
+68.6%
+83.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | -3.8% | +0.8% | -4.6% | -4.1% |
| 30D | +16.5% | -24.4% | +40.9% | +24.2% |
| 3M | +41.5% | -4.6% | +46.1% | +40.8% |
| 6M | +60.1% | -11.6% | +71.6% | +62.3% |
| YTD | -3.9% | +2.4% | -6.3% | -7.3% |
| 1Y | +4.1% | +2.1% | +2.0% | +0.4% |
| 3Y | -15.9% | +18.7% | -34.6% | -23.2% |
| 5Y | -26.3% | +54.2% | -80.5% | -39.1% |
| All | +152.3% | +68.6% | +83.7% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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