+147.8%
EWY vs AEE
+8.8%
+139.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.3% | +3.2% |
| 7D | -0.1% | -0.8% | +0.7% | -0.3% |
| 30D | +7.3% | -2.9% | +10.2% | +6.5% |
| 3M | -5.1% | -2.4% | -2.7% | -6.0% |
| 6M | +42.1% | -2.7% | +44.8% | +41.7% |
| YTD | +94.1% | +7.3% | +86.9% | +96.0% |
| 1Y | +147.8% | +7.5% | +140.3% | +156.1% |
| All | +147.8% | +8.8% | +139.1% | +156.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling