+8.1%
EWZ vs ACI
-18.4%
+26.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +1.8% |
| 7D | -4.1% | +4.5% | -8.6% | -3.8% |
| 30D | -25.0% | +20.9% | -45.8% | -24.0% |
| 3M | -10.6% | +15.2% | -25.9% | -9.7% |
| 6M | -16.6% | -13.3% | -3.3% | -17.2% |
| YTD | +2.5% | -16.2% | +18.7% | +0.9% |
| 1Y | +8.1% | -16.9% | +24.9% | +7.0% |
| All | +8.1% | -18.4% | +26.5% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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