+147.9%
EWY vs ACM
-7.4%
+155.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | -10.2% | +6.6% | -16.9% | -11.9% |
| 30D | -21.5% | +19.8% | -41.2% | -25.7% |
| 3M | -14.7% | -3.1% | -11.5% | -14.2% |
| 6M | -26.8% | -11.5% | -15.3% | -23.9% |
| YTD | +43.2% | -24.7% | +67.8% | +56.7% |
| 1Y | +48.7% | -45.1% | +93.8% | +82.8% |
| 3Y | +147.9% | -8.9% | +156.8% | +141.5% |
| All | +147.9% | -7.4% | +155.3% | +141.5% |
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