+101.8%
EWJ vs ACI
+25.9%
+75.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +2.5% | +0.2% | +2.4% | +2.5% |
| 30D | +3.3% | +5.9% | -2.6% | +3.0% |
| 3M | +5.0% | -19.8% | +24.8% | +5.9% |
| 6M | +11.5% | -24.7% | +36.3% | +12.8% |
| YTD | +22.4% | -24.4% | +46.8% | +23.6% |
| 1Y | +30.2% | -31.5% | +61.7% | +32.3% |
| 3Y | +72.8% | -38.7% | +111.5% | +76.4% |
| 5Y | +54.1% | -42.8% | +96.9% | +56.6% |
| All | +101.8% | +25.9% | +75.9% | +101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling