+129.5%
EWJ vs ACGL
+4,976.9%
-4,847.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.6% |
| 7D | -5.0% | +0.9% | -5.9% | -5.2% |
| 30D | -10.2% | +13.7% | -24.0% | -12.7% |
| 3M | -7.2% | +8.0% | -15.3% | -8.9% |
| 6M | -3.2% | +13.3% | -16.5% | -6.2% |
| YTD | +9.9% | +11.8% | -1.9% | +6.5% |
| 1Y | +11.0% | +22.2% | -11.3% | +5.5% |
| 3Y | +57.3% | +32.5% | +24.8% | +45.3% |
| 5Y | +41.3% | +160.2% | -118.9% | +11.0% |
| 10Y | +117.5% | +338.5% | -221.1% | +48.5% |
| All | +129.5% | +4,976.9% | -4,847.4% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling