+1,250.3%
EWY vs AEE
+823.3%
+427.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +6.7% | +1.1% | +5.6% | +6.1% |
| 30D | +17.0% | 0.0% | +17.0% | +16.9% |
| 3M | +3.7% | -0.9% | +4.6% | +3.3% |
| 6M | +42.5% | -2.4% | +44.9% | +42.4% |
| YTD | +96.2% | +8.6% | +87.6% | +85.0% |
| 1Y | +160.4% | +10.2% | +150.2% | +142.8% |
| 3Y | +231.7% | +47.8% | +183.8% | +156.1% |
| 5Y | +153.3% | +40.1% | +113.2% | +97.0% |
| 10Y | +308.8% | +195.0% | +113.8% | +82.4% |
| All | +1,250.3% | +823.3% | +427.0% | +250.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling