+1,236.8%
EWY vs AA
-10.2%
+1,247.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.1% | +6.7% | +5.3% |
| 7D | +4.8% | -0.7% | +5.5% | +5.0% |
| 30D | +11.7% | +5.0% | +6.7% | +9.6% |
| 3M | -7.4% | -35.8% | +28.4% | +6.8% |
| 6M | +40.6% | -18.4% | +59.0% | +48.4% |
| YTD | +94.3% | -5.5% | +99.7% | +94.3% |
| 1Y | +164.3% | +61.0% | +103.3% | +119.1% |
| 3Y | +221.0% | +66.2% | +154.8% | +143.6% |
| 5Y | +139.1% | +11.4% | +127.7% | +84.1% |
| 10Y | +298.8% | +116.9% | +181.9% | +80.2% |
| All | +1,236.8% | -10.2% | +1,247.0% | +563.9% |
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