+362.8%
EWY vs ACM
+230.8%
+132.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.8% |
| 7D | +4.8% | -3.7% | +8.6% | +6.5% |
| 30D | +11.7% | -11.1% | +22.8% | +16.2% |
| 3M | -7.4% | -8.0% | +0.6% | -5.5% |
| 6M | +40.6% | -29.7% | +70.2% | +60.8% |
| YTD | +94.3% | -29.4% | +123.6% | +120.3% |
| 1Y | +164.3% | -46.4% | +210.7% | +234.8% |
| 3Y | +221.0% | -22.3% | +243.3% | +242.1% |
| 5Y | +139.1% | +4.5% | +134.7% | +120.7% |
| 10Y | +298.8% | +127.6% | +171.2% | +138.6% |
| All | +362.8% | +230.8% | +132.1% | +82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling