+235.5%
EWY vs ACM
+131.3%
+104.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +10.4% | +5.1% | +5.3% | +8.4% |
| 30D | -12.7% | +18.7% | -31.4% | -18.2% |
| 3M | -17.3% | +15.5% | -32.8% | -22.0% |
| 6M | -18.6% | +1.2% | -19.8% | -20.1% |
| YTD | +49.5% | -25.2% | +74.8% | +64.3% |
| 1Y | +55.0% | -46.3% | +101.3% | +93.2% |
| 3Y | +159.0% | -9.6% | +168.5% | +158.5% |
| 5Y | +102.5% | +4.4% | +98.1% | +88.4% |
| All | +235.5% | +131.3% | +104.2% | +125.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling