+31.5%
EWZ vs ACM
+233.2%
-201.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.4% |
| 7D | -4.2% | +5.1% | -9.2% | -6.6% |
| 30D | -26.1% | +11.5% | -37.6% | -30.4% |
| 3M | -12.0% | -10.5% | -1.6% | -8.2% |
| 6M | -19.3% | -20.4% | +1.1% | -11.6% |
| YTD | +0.9% | -28.9% | +29.8% | +15.8% |
| 1Y | +3.4% | -48.7% | +52.1% | +40.3% |
| 3Y | +18.6% | -12.5% | +31.1% | +17.7% |
| 5Y | +56.6% | +0.5% | +56.1% | +40.7% |
| 10Y | +50.3% | +161.2% | -110.9% | -26.7% |
| All | +31.5% | +233.2% | -201.8% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling