+88.4%
EWJ vs ACI
+32.8%
+55.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | +4.0% | +2.3% | +1.7% | +3.9% |
| 30D | -4.3% | +1.2% | -5.5% | -4.3% |
| 3M | -6.8% | +6.8% | -13.6% | -7.1% |
| 6M | -0.9% | -18.7% | +17.8% | -0.1% |
| YTD | +14.3% | -20.2% | +34.5% | +15.1% |
| 1Y | +15.3% | -23.7% | +39.0% | +16.5% |
| 3Y | +65.6% | -31.6% | +97.3% | +68.1% |
| 5Y | +47.5% | -42.8% | +90.2% | +49.9% |
| All | +88.4% | +32.8% | +55.6% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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