+65.5%
EWZ vs ACM
+132.1%
-66.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | +1.3% | +6.6% | -5.3% | -1.6% |
| 30D | -26.2% | +19.8% | -45.9% | -32.1% |
| 3M | -8.6% | -3.1% | -5.5% | -8.3% |
| 6M | -17.0% | -11.5% | -5.5% | -14.1% |
| YTD | +2.2% | -24.7% | +26.8% | +13.1% |
| 1Y | +2.7% | -45.1% | +47.7% | +32.2% |
| 3Y | +18.2% | -8.9% | +27.1% | +14.6% |
| 5Y | +56.0% | +5.4% | +50.6% | +36.7% |
| All | +65.5% | +132.1% | -66.6% | -5.1% |
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