-44.0%
ACN vs EWZ
+63.8%
-107.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.5% |
| 7D | -6.3% | -0.1% | -6.3% | -6.3% |
| 30D | -1.4% | +8.2% | -9.6% | -3.1% |
| 3M | +2.6% | +13.3% | -10.7% | -0.5% |
| 6M | -14.3% | +3.6% | -17.9% | -15.4% |
| YTD | -33.1% | +21.0% | -54.1% | -36.8% |
| 1Y | -28.8% | +34.7% | -63.5% | -34.7% |
| 3Y | -43.0% | +48.3% | -91.2% | -49.5% |
| 5Y | -44.0% | +60.1% | -104.1% | -50.9% |
| All | -44.0% | +63.8% | -107.8% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling