+158.0%
EWY vs ACHR
-45.0%
+203.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.9% | +3.0% |
| 7D | -0.1% | -2.3% | +2.2% | +0.2% |
| 30D | +7.3% | -11.3% | +18.6% | +8.7% |
| 3M | -5.1% | +5.3% | -10.4% | -6.3% |
| 6M | +42.1% | -13.2% | +55.3% | +43.6% |
| YTD | +94.1% | -25.8% | +119.9% | +98.8% |
| 1Y | +147.8% | -34.3% | +182.1% | +154.8% |
| 3Y | +222.9% | -19.9% | +242.9% | +208.4% |
| 5Y | +150.6% | -42.7% | +193.3% | +125.4% |
| All | +158.0% | -45.0% | +203.0% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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