+147.8%
EWY vs ACM
-48.8%
+196.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +3.0% |
| 7D | -0.1% | -4.6% | +4.5% | +1.0% |
| 30D | +7.3% | +4.1% | +3.2% | +6.0% |
| 3M | -5.1% | -8.3% | +3.2% | -4.2% |
| 6M | +42.1% | -30.1% | +72.1% | +58.5% |
| YTD | +94.1% | -32.6% | +126.7% | +117.2% |
| 1Y | +147.8% | -49.6% | +197.4% | +194.6% |
| All | +147.8% | -48.8% | +196.6% | +194.6% |
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