+230.2%
EWY vs ACI
-43.5%
+273.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.8% | 0.0% |
| 7D | +8.0% | -2.6% | +10.6% | +7.6% |
| 30D | +14.3% | +1.1% | +13.3% | +14.6% |
| 3M | +2.3% | -23.6% | +25.9% | 0.0% |
| 6M | +49.9% | -29.9% | +79.8% | +46.7% |
| YTD | +95.3% | -26.9% | +122.2% | +90.7% |
| 1Y | +161.7% | -34.2% | +196.0% | +158.5% |
| 3Y | +230.2% | -43.6% | +273.8% | +243.2% |
| All | +230.2% | -43.5% | +273.6% | +243.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling