+397.2%
EWY vs AAL
-33.6%
+430.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.6% |
| 7D | +4.2% | -0.1% | +4.3% | +4.2% |
| 30D | -10.7% | +11.7% | -22.4% | -12.5% |
| 3M | -20.1% | -12.5% | -7.5% | -18.2% |
| 6M | -24.3% | +3.6% | -27.9% | -25.0% |
| YTD | +46.9% | -14.1% | +61.0% | +49.8% |
| 1Y | +55.2% | +0.8% | +54.4% | +54.0% |
| 3Y | +157.0% | +11.8% | +145.2% | +142.3% |
| 5Y | +98.9% | -35.1% | +134.0% | +99.9% |
| 10Y | +226.3% | -68.3% | +294.5% | +230.3% |
| All | +397.2% | -33.6% | +430.8% | +169.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling