+56.7%
EWZ vs ACM
+230.8%
-174.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +6.5% | -3.7% | +10.2% | +8.5% |
| 30D | +4.8% | -11.1% | +16.0% | +10.4% |
| 3M | +9.9% | -8.0% | +17.9% | +13.0% |
| 6M | +1.9% | -29.7% | +31.6% | +19.5% |
| YTD | +20.3% | -29.4% | +49.7% | +39.3% |
| 1Y | +35.6% | -46.4% | +82.0% | +80.3% |
| 3Y | +43.4% | -22.3% | +65.8% | +52.4% |
| 5Y | +55.9% | +4.5% | +51.5% | +37.2% |
| 10Y | +84.2% | +127.6% | -43.5% | -2.6% |
| All | +56.7% | +230.8% | -174.1% | -47.3% |
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