+241.1%
EWY vs ACM
+252.7%
-11.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | -10.2% | +6.6% | -16.9% | -12.5% |
| 30D | -21.5% | +19.8% | -41.2% | -27.2% |
| 3M | -14.7% | -3.1% | -11.5% | -14.6% |
| 6M | -26.8% | -11.5% | -15.3% | -24.3% |
| YTD | +43.2% | -24.7% | +67.8% | +57.7% |
| 1Y | +48.7% | -45.1% | +93.8% | +86.4% |
| 3Y | +147.9% | -8.9% | +156.8% | +146.8% |
| 5Y | +98.8% | +5.4% | +93.4% | +83.2% |
| 10Y | +216.5% | +131.1% | +85.4% | +89.6% |
| All | +241.1% | +252.7% | -11.7% | +30.5% |
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 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