+138.5%
EWJ vs ACGL
+263.8%
-125.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.3% |
| 7D | +2.9% | -2.9% | +5.8% | +3.6% |
| 30D | +1.1% | -2.8% | +3.9% | +1.7% |
| 3M | +7.1% | +6.8% | +0.3% | +4.9% |
| 6M | +16.2% | -1.5% | +17.7% | +16.0% |
| YTD | +22.0% | -0.2% | +22.2% | +21.1% |
| 1Y | +26.2% | +5.3% | +20.9% | +23.3% |
| 3Y | +73.5% | +30.3% | +43.2% | +57.2% |
| 5Y | +52.7% | +151.8% | -99.1% | +11.6% |
| 10Y | +138.5% | +266.9% | -128.4% | +53.5% |
| All | +138.5% | +263.8% | -125.3% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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