+52.7%
EWJ vs ACM
+4.8%
+47.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +2.9% | -0.3% | +3.2% | +3.0% |
| 30D | +1.1% | -12.9% | +14.0% | +4.5% |
| 3M | +7.1% | -6.4% | +13.5% | +8.2% |
| 6M | +16.2% | -29.2% | +45.4% | +27.1% |
| YTD | +22.0% | -29.9% | +51.9% | +33.0% |
| 1Y | +26.2% | -47.3% | +73.5% | +50.3% |
| 3Y | +73.5% | -19.6% | +93.1% | +76.4% |
| 5Y | +52.7% | +5.5% | +47.2% | +42.6% |
| All | +52.7% | +4.8% | +47.9% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling