+290.8%
EWY vs ACM
+131.7%
+159.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -3.6% |
| 7D | +1.2% | -5.9% | +7.1% | +3.4% |
| 30D | +9.3% | -6.2% | +15.5% | +11.2% |
| 3M | +2.4% | -7.9% | +10.3% | +4.0% |
| 6M | +40.3% | -30.6% | +70.9% | +58.5% |
| YTD | +88.0% | -33.3% | +121.3% | +114.3% |
| 1Y | +143.8% | -49.2% | +193.0% | +205.8% |
| 3Y | +217.8% | -23.5% | +241.2% | +237.7% |
| 5Y | +142.7% | +0.9% | +141.8% | +130.3% |
| All | +290.8% | +131.7% | +159.1% | +196.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling