+18.7%
EWZ vs ACM
-9.1%
+27.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +0.8% | +5.6% | -4.9% | -0.5% |
| 30D | -24.4% | +20.8% | -45.2% | -27.5% |
| 3M | -4.6% | +11.4% | -16.0% | -7.1% |
| 6M | -11.6% | +0.9% | -12.5% | -12.2% |
| YTD | +2.4% | -24.8% | +27.2% | +9.4% |
| 1Y | +2.1% | -46.4% | +48.5% | +20.6% |
| 3Y | +18.7% | -9.2% | +27.9% | +17.4% |
| All | +18.7% | -9.1% | +27.8% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling