+157.0%
EWY vs ACN
-16.0%
+172.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +4.2% | -3.8% | +8.1% | +3.8% |
| 30D | -10.7% | +16.5% | -27.2% | -9.3% |
| 3M | -20.1% | +41.5% | -61.5% | -17.4% |
| 6M | -24.3% | +60.1% | -84.4% | -20.1% |
| YTD | +46.9% | -3.9% | +50.8% | +68.4% |
| 1Y | +55.2% | +4.1% | +51.1% | +74.2% |
| 3Y | +157.0% | -15.9% | +172.8% | +173.4% |
| All | +157.0% | -16.0% | +172.9% | +173.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling