+102.8%
EWZ vs ACI
+25.9%
+76.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +6.5% | +0.2% | +6.3% | +6.5% |
| 30D | +4.8% | +5.9% | -1.1% | +4.2% |
| 3M | +9.9% | -19.8% | +29.7% | +12.0% |
| 6M | +1.9% | -24.7% | +26.7% | +4.4% |
| YTD | +20.3% | -24.4% | +44.7% | +22.9% |
| 1Y | +35.6% | -31.5% | +67.1% | +40.2% |
| 3Y | +43.4% | -38.7% | +82.1% | +50.0% |
| 5Y | +55.9% | -42.8% | +98.7% | +62.1% |
| All | +102.8% | +25.9% | +76.9% | +86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling