+226.4%
EWY vs AAL
-7.7%
+234.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | +6.7% | -1.3% | +8.0% | +7.0% |
| 30D | +17.0% | -13.7% | +30.7% | +21.3% |
| 3M | +3.7% | -8.2% | +11.8% | +5.7% |
| 6M | +42.5% | +13.1% | +29.4% | +38.5% |
| YTD | +96.2% | -15.6% | +111.8% | +100.0% |
| 1Y | +160.4% | +1.4% | +159.0% | +155.3% |
| All | +226.4% | -7.7% | +234.1% | +193.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling