+153.3%
EWY vs ACI
-43.7%
+197.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.8% | +0.4% |
| 7D | +6.7% | -5.0% | +11.7% | +6.4% |
| 30D | +17.0% | -2.3% | +19.3% | +16.8% |
| 3M | +3.7% | -23.2% | +26.8% | +3.3% |
| 6M | +42.5% | -29.5% | +72.0% | +42.3% |
| YTD | +96.2% | -28.6% | +124.8% | +95.6% |
| 1Y | +160.4% | -34.0% | +194.4% | +161.0% |
| 3Y | +231.7% | -45.0% | +276.6% | +236.3% |
| 5Y | +153.3% | -44.0% | +197.3% | +153.9% |
| All | +153.3% | -43.7% | +197.0% | +153.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling