+303.5%
EWY vs AAL
-63.7%
+367.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +3.0% |
| 7D | -0.1% | -0.9% | +0.8% | +0.1% |
| 30D | +7.3% | -12.9% | +20.2% | +10.3% |
| 3M | -5.1% | -11.2% | +6.1% | -3.1% |
| 6M | +42.1% | +17.8% | +24.2% | +37.6% |
| YTD | +94.1% | -15.1% | +109.3% | +98.8% |
| 1Y | +147.8% | +0.5% | +147.4% | +145.1% |
| 3Y | +222.9% | -7.7% | +230.6% | +212.1% |
| 5Y | +150.6% | -31.3% | +182.0% | +147.4% |
| All | +303.5% | -63.7% | +367.2% | +305.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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