+164.3%
EWY vs ACN
-24.8%
+189.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.3% | +7.9% | +3.6% |
| 7D | +4.8% | -1.5% | +6.3% | +4.4% |
| 30D | +11.7% | +9.4% | +2.3% | +15.0% |
| 3M | -7.4% | +5.6% | -13.1% | +1.0% |
| 6M | +40.6% | -9.3% | +49.8% | +53.7% |
| YTD | +94.3% | -29.0% | +123.2% | +111.2% |
| 1Y | +164.3% | -24.7% | +188.9% | +188.6% |
| All | +164.3% | -24.8% | +189.0% | +188.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 1y: compounded portfolio wealth divided by compounded ACN 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…
1y analysis · Full analysis span regression · 6 months rolling