+212.8%
EWY vs AEE
+46.3%
+166.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -4.1% |
| 7D | +1.2% | -0.7% | +1.9% | +1.3% |
| 30D | +9.3% | -2.0% | +11.3% | +9.4% |
| 3M | +2.4% | -2.8% | +5.3% | +2.3% |
| 6M | +40.3% | -3.6% | +43.9% | +40.3% |
| YTD | +88.0% | +7.3% | +80.7% | +85.1% |
| 1Y | +143.8% | +8.7% | +135.1% | +139.3% |
| All | +212.8% | +46.3% | +166.4% | +185.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling