+126.0%
EWJ vs ACGL
+332.3%
-206.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.9% | +3.5% |
| 7D | -1.5% | -1.1% | -0.4% | -1.2% |
| 30D | -6.5% | +13.1% | -19.7% | -9.3% |
| 3M | -5.6% | +9.8% | -15.4% | -7.9% |
| 6M | -0.3% | +15.3% | -15.5% | -4.3% |
| YTD | +13.9% | +12.7% | +1.2% | +9.7% |
| 1Y | +14.6% | +20.7% | -6.1% | +8.3% |
| 3Y | +66.6% | +34.3% | +32.3% | +50.5% |
| 5Y | +47.7% | +170.6% | -122.9% | +6.3% |
| 10Y | +126.0% | +330.6% | -204.6% | +41.2% |
| All | +126.0% | +332.3% | -206.3% | +41.2% |
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