+303.5%
EWY vs AEIS
+562.2%
-258.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.9% | -1.7% | +1.5% |
| 7D | -0.1% | +2.3% | -2.3% | -0.9% |
| 30D | +7.3% | -14.8% | +22.1% | +13.4% |
| 3M | -5.1% | -15.6% | +10.4% | +0.3% |
| 6M | +42.1% | -8.7% | +50.8% | +46.1% |
| YTD | +94.1% | +37.3% | +56.8% | +75.1% |
| 1Y | +147.8% | +80.3% | +67.5% | +103.8% |
| 3Y | +222.9% | +177.9% | +45.0% | +123.1% |
| 5Y | +150.6% | +235.8% | -85.2% | +58.3% |
| All | +303.5% | +562.2% | -258.7% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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