+55.0%
EWZ vs ACM
+5.0%
+50.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +6.5% | -3.7% | +10.2% | +7.7% |
| 30D | +4.8% | -11.1% | +16.0% | +8.5% |
| 3M | +9.9% | -8.0% | +17.9% | +12.1% |
| 6M | +1.9% | -29.7% | +31.6% | +13.8% |
| YTD | +20.3% | -29.4% | +49.7% | +33.2% |
| 1Y | +35.6% | -46.4% | +82.0% | +65.8% |
| 3Y | +43.4% | -22.3% | +65.8% | +48.1% |
| All | +55.0% | +5.0% | +50.0% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling