+226.4%
EWY vs ACM
-22.3%
+248.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.5% | +1.4% |
| 7D | +6.7% | -3.7% | +10.3% | +7.9% |
| 30D | +17.0% | -12.7% | +29.6% | +21.5% |
| 3M | +3.7% | -9.8% | +13.5% | +5.9% |
| 6M | +42.5% | -31.4% | +73.9% | +61.6% |
| YTD | +96.2% | -32.1% | +128.3% | +121.8% |
| 1Y | +160.4% | -47.8% | +208.2% | +222.8% |
| All | +226.4% | -22.3% | +248.7% | +233.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling