+48.0%
EWJ vs ACI
-42.6%
+90.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.0% |
| 7D | -1.9% | -5.3% | +3.5% | -1.6% |
| 30D | -5.3% | +5.0% | -10.4% | -5.6% |
| 3M | -4.3% | +7.5% | -11.8% | -4.7% |
| 6M | +0.4% | -16.0% | +16.4% | +1.2% |
| YTD | +14.7% | -20.6% | +35.4% | +15.8% |
| 1Y | +14.7% | -23.5% | +38.3% | +16.2% |
| 3Y | +66.2% | -32.1% | +98.3% | +69.4% |
| All | +48.0% | -42.6% | +90.7% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling