+58.6%
EWY vs ACM
-45.3%
+103.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.3% |
| 7D | -2.8% | +3.0% | -5.8% | -3.5% |
| 30D | -13.1% | +19.7% | -32.8% | -16.6% |
| 3M | -11.6% | +5.3% | -16.9% | -12.9% |
| 6M | -23.4% | -10.8% | -12.6% | -19.8% |
| YTD | +52.0% | -25.1% | +77.1% | +66.4% |
| 1Y | +58.6% | -45.8% | +104.4% | +83.2% |
| All | +58.6% | -45.3% | +103.9% | +83.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling