+64.2%
EWZ vs ACM
+131.3%
-67.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | +0.1% | +5.1% | -5.0% | -2.2% |
| 30D | -25.9% | +18.7% | -44.5% | -31.7% |
| 3M | -6.1% | +15.5% | -21.6% | -13.0% |
| 6M | -16.1% | +1.2% | -17.3% | -18.2% |
| YTD | +1.0% | -25.2% | +26.2% | +12.4% |
| 1Y | 0.0% | -46.3% | +46.3% | +31.0% |
| 3Y | +16.8% | -9.6% | +26.4% | +13.4% |
| 5Y | +52.1% | +4.4% | +47.7% | +33.0% |
| All | +64.2% | +131.3% | -67.1% | -6.4% |
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