+30.2%
EWJ vs ACM
-45.8%
+76.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +2.5% | -3.7% | +6.3% | +2.9% |
| 30D | +3.3% | -11.1% | +14.4% | +4.7% |
| 3M | +5.0% | -8.0% | +13.0% | +5.9% |
| 6M | +11.5% | -29.7% | +41.2% | +16.8% |
| YTD | +22.4% | -29.4% | +51.8% | +28.0% |
| 1Y | +30.2% | -46.4% | +76.6% | +42.1% |
| All | +30.2% | -45.8% | +76.0% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling