+18.2%
EWZ vs ACM
-7.4%
+25.6%
-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% | -2.0% | -1.5% |
| 7D | +1.3% | +6.6% | -5.3% | -0.1% |
| 30D | -26.2% | +19.8% | -45.9% | -29.1% |
| 3M | -8.6% | -3.1% | -5.5% | -8.1% |
| 6M | -17.0% | -11.5% | -5.5% | -14.8% |
| YTD | +2.2% | -24.7% | +26.8% | +9.1% |
| 1Y | +2.7% | -45.1% | +47.7% | +20.3% |
| 3Y | +18.2% | -8.9% | +27.1% | +16.7% |
| All | +18.2% | -7.4% | +25.6% | +16.7% |
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