+125.9%
EWJ vs ACGL
+324.4%
-198.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +4.0% | +2.2% | +1.8% | +3.4% |
| 30D | -4.3% | +12.3% | -16.6% | -7.0% |
| 3M | -6.8% | +11.8% | -18.6% | -9.5% |
| 6M | -0.9% | +17.5% | -18.3% | -5.3% |
| YTD | +14.3% | +14.3% | 0.0% | +9.7% |
| 1Y | +15.3% | +18.2% | -2.9% | +9.6% |
| 3Y | +65.6% | +33.2% | +32.5% | +50.1% |
| 5Y | +47.5% | +174.3% | -126.9% | +5.8% |
| All | +125.9% | +324.4% | -198.4% | +43.3% |
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