+62.4%
EWY vs ACN
+10.1%
+52.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.8% | -5.7% | -0.7% |
| 7D | -8.3% | +8.6% | -16.9% | -5.9% |
| 30D | -20.5% | +36.6% | -57.1% | -12.6% |
| 3M | -11.1% | +56.3% | -67.4% | +2.5% |
| 6M | -7.0% | +49.7% | -56.7% | +14.8% |
| YTD | +56.5% | +1.3% | +55.1% | +91.4% |
| 1Y | +62.4% | +11.9% | +50.5% | +95.7% |
| All | +62.4% | +10.1% | +52.3% | +95.7% |
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