+152.1%
EWY vs ACM
+6.0%
+146.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +8.0% | -0.3% | +8.3% | +8.1% |
| 30D | +14.3% | -12.9% | +27.3% | +19.6% |
| 3M | +2.3% | -6.4% | +8.7% | +3.4% |
| 6M | +49.9% | -29.2% | +79.1% | +69.8% |
| YTD | +95.3% | -29.9% | +125.3% | +120.7% |
| 1Y | +161.7% | -47.3% | +209.0% | +230.1% |
| 3Y | +230.2% | -19.6% | +249.8% | +240.5% |
| All | +152.1% | +6.0% | +146.1% | +128.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling