+155.6%
EWJ vs ACGL
+4,542.5%
-4,386.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.8% |
| 7D | +2.5% | -0.7% | +3.3% | +2.7% |
| 30D | +3.3% | -1.0% | +4.3% | +3.5% |
| 3M | +5.0% | +11.0% | -6.1% | +2.3% |
| 6M | +11.5% | -0.3% | +11.9% | +11.1% |
| YTD | +22.4% | +2.3% | +20.1% | +21.1% |
| 1Y | +30.2% | +6.4% | +23.8% | +27.5% |
| 3Y | +72.8% | +34.0% | +38.9% | +59.1% |
| 5Y | +54.1% | +161.6% | -107.5% | +20.9% |
| 10Y | +140.6% | +278.6% | -138.0% | +69.6% |
| All | +155.6% | +4,542.5% | -4,386.9% | +34.2% |
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 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