+148.7%
EWY vs AEE
+38.7%
+110.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.3% | +3.3% |
| 7D | -0.1% | -0.8% | +0.7% | +0.1% |
| 30D | +7.3% | -2.9% | +10.2% | +7.8% |
| 3M | -5.1% | -2.4% | -2.7% | -5.1% |
| 6M | +42.1% | -2.7% | +44.8% | +42.0% |
| YTD | +94.1% | +7.3% | +86.9% | +89.8% |
| 1Y | +147.8% | +7.5% | +140.3% | +141.8% |
| 3Y | +222.9% | +46.2% | +176.7% | +188.1% |
| All | +148.7% | +38.7% | +110.1% | +119.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling