+229.5%
EWY vs AA
+42.1%
+187.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.4% |
| 7D | +4.2% | +0.5% | +3.7% | +4.1% |
| 30D | -10.7% | -0.6% | -10.1% | -10.4% |
| 3M | -20.1% | -19.7% | -0.4% | -15.8% |
| 6M | -24.3% | -41.6% | +17.3% | -14.6% |
| YTD | +46.9% | -24.6% | +71.5% | +55.5% |
| 1Y | +55.2% | +4.9% | +50.3% | +52.8% |
| 3Y | +157.0% | +66.8% | +90.1% | +119.6% |
| 5Y | +98.9% | -19.4% | +118.3% | +86.0% |
| All | +229.5% | +42.1% | +187.4% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling