+43.6%
EWZ vs ACM
+155.0%
-111.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.5% | +5.4% | -6.8% | -3.8% |
| 30D | -24.5% | +15.1% | -39.6% | -29.2% |
| 3M | -10.7% | -10.5% | -0.2% | -7.2% |
| 6M | -19.1% | -19.7% | +0.6% | -12.5% |
| YTD | +1.6% | -28.8% | +30.4% | +15.0% |
| 1Y | +4.3% | -47.9% | +52.2% | +36.4% |
| 3Y | +19.0% | -12.4% | +31.3% | +17.5% |
| 5Y | +57.7% | +0.6% | +57.1% | +42.0% |
| All | +43.6% | +155.0% | -111.4% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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