+52.3%
EWZ vs ACM
+4.8%
+47.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +0.6% | +3.0% | -2.4% | -0.3% |
| 30D | -25.5% | +19.7% | -45.2% | -29.6% |
| 3M | -4.5% | +5.3% | -9.9% | -6.6% |
| 6M | -15.3% | -10.8% | -4.5% | -13.0% |
| YTD | +3.1% | -25.1% | +28.2% | +12.0% |
| 1Y | +1.2% | -45.8% | +47.0% | +24.1% |
| 3Y | +19.3% | -9.4% | +28.6% | +15.5% |
| 5Y | +52.3% | +4.8% | +47.5% | +35.4% |
| All | +52.3% | +4.8% | +47.4% | +35.4% |
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