+910.6%
EWY vs AA
-28.4%
+939.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.2% |
| 7D | +4.2% | +0.5% | +3.7% | +4.1% |
| 30D | -10.7% | -0.6% | -10.1% | -10.3% |
| 3M | -20.1% | -19.7% | -0.4% | -14.0% |
| 6M | -24.3% | -41.6% | +17.3% | -9.9% |
| YTD | +46.9% | -24.6% | +71.5% | +58.6% |
| 1Y | +55.2% | +4.9% | +50.3% | +49.7% |
| 3Y | +157.0% | +66.8% | +90.1% | +96.6% |
| 5Y | +98.9% | -19.4% | +118.3% | +73.9% |
| 10Y | +226.3% | +43.1% | +183.2% | +74.3% |
| All | +910.6% | -28.4% | +939.0% | +441.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling