+153.3%
EWY vs ACN
-44.1%
+197.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.7% |
| 7D | +6.7% | -6.3% | +13.0% | +7.4% |
| 30D | +17.0% | -1.4% | +18.3% | +17.0% |
| 3M | +3.7% | +2.6% | +1.1% | +3.7% |
| 6M | +42.5% | -14.3% | +56.8% | +49.4% |
| YTD | +96.2% | -33.1% | +129.4% | +121.0% |
| 1Y | +160.4% | -28.8% | +189.2% | +185.2% |
| 3Y | +231.7% | -43.0% | +274.6% | +286.0% |
| 5Y | +153.3% | -44.0% | +197.3% | +180.4% |
| All | +153.3% | -44.1% | +197.3% | +180.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling