+1,697.2%
ACN vs EWZ
+694.8%
+1,002.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.1% |
| 7D | -1.5% | +6.5% | -8.0% | -3.4% |
| 30D | +9.4% | +4.8% | +4.5% | +7.8% |
| 3M | +5.6% | +9.9% | -4.2% | +2.5% |
| 6M | -9.3% | +1.9% | -11.2% | -10.3% |
| YTD | -29.0% | +20.3% | -49.3% | -33.4% |
| 1Y | -24.7% | +35.6% | -60.3% | -32.0% |
| 3Y | -39.8% | +43.4% | -83.3% | -47.2% |
| 5Y | -40.9% | +55.9% | -96.9% | -50.7% |
| 10Y | +91.1% | +84.2% | +7.0% | +39.2% |
| All | +1,697.2% | +694.8% | +1,002.4% | +603.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling