+98.8%
EWY vs ACM
+4.8%
+94.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | -10.2% | +6.6% | -16.9% | -12.2% |
| 30D | -21.5% | +19.8% | -41.2% | -26.4% |
| 3M | -14.7% | -3.1% | -11.5% | -14.3% |
| 6M | -26.8% | -11.5% | -15.3% | -24.0% |
| YTD | +43.2% | -24.7% | +67.8% | +57.7% |
| 1Y | +48.7% | -45.1% | +93.8% | +86.1% |
| 3Y | +147.9% | -8.9% | +156.8% | +142.7% |
| 5Y | +98.8% | +5.4% | +93.4% | +77.0% |
| All | +98.8% | +4.8% | +94.0% | +77.0% |
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