+72.6%
EWZ vs ACI
+32.8%
+39.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.1% | +1.5% |
| 7D | +0.8% | +2.3% | -1.5% | +0.5% |
| 30D | -24.4% | +1.2% | -25.6% | -24.5% |
| 3M | -4.6% | +6.8% | -11.4% | -5.3% |
| 6M | -11.6% | -18.7% | +7.2% | -10.1% |
| YTD | +2.4% | -20.2% | +22.6% | +4.0% |
| 1Y | +2.1% | -23.7% | +25.8% | +4.3% |
| 3Y | +18.7% | -31.6% | +50.4% | +22.4% |
| 5Y | +54.2% | -42.8% | +96.9% | +60.5% |
| All | +72.6% | +32.8% | +39.8% | +57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling