+290.8%
EWY vs AA
+123.1%
+167.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.8% | +0.6% | -3.1% |
| 7D | +1.2% | -5.4% | +6.6% | +2.5% |
| 30D | +9.3% | -10.7% | +20.0% | +11.9% |
| 3M | +2.4% | -26.2% | +28.6% | +9.2% |
| 6M | +40.3% | -20.9% | +61.2% | +46.8% |
| YTD | +88.0% | -8.6% | +96.6% | +90.2% |
| 1Y | +143.8% | +57.4% | +86.4% | +118.3% |
| 3Y | +217.8% | +77.8% | +140.0% | +165.8% |
| 5Y | +142.7% | +2.7% | +140.0% | +113.3% |
| All | +290.8% | +123.1% | +167.7% | +142.5% |
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