+303.5%
EWY vs AEE
+191.1%
+112.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.3% | +3.3% |
| 7D | -0.1% | -0.8% | +0.7% | +0.2% |
| 30D | +7.3% | -2.9% | +10.2% | +8.2% |
| 3M | -5.1% | -2.4% | -2.7% | -4.9% |
| 6M | +42.1% | -2.7% | +44.8% | +42.2% |
| YTD | +94.1% | +7.3% | +86.9% | +88.2% |
| 1Y | +147.8% | +7.5% | +140.3% | +139.6% |
| 3Y | +222.9% | +46.2% | +176.7% | +177.2% |
| 5Y | +150.6% | +39.7% | +110.9% | +116.3% |
| All | +303.5% | +191.1% | +112.3% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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