+143.8%
EWY vs AA
+55.5%
+88.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.8% | +0.6% | -2.6% |
| 7D | +1.2% | -5.4% | +6.6% | +3.1% |
| 30D | +9.3% | -10.7% | +20.0% | +13.2% |
| 3M | +2.4% | -26.2% | +28.6% | +11.0% |
| 6M | +40.3% | -20.9% | +61.2% | +49.8% |
| YTD | +88.0% | -8.6% | +96.6% | +93.7% |
| 1Y | +143.8% | +57.4% | +86.4% | +127.7% |
| All | +143.8% | +55.5% | +88.3% | +127.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling