+157.0%
EWY vs AEIS
+148.8%
+8.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | 0.0% |
| 7D | +4.2% | +11.5% | -7.3% | -1.0% |
| 30D | -10.7% | -15.8% | +5.1% | -4.3% |
| 3M | -20.1% | -33.3% | +13.2% | -5.5% |
| 6M | -24.3% | -35.2% | +10.9% | -9.9% |
| YTD | +46.9% | +5.0% | +41.8% | +48.3% |
| 1Y | +55.2% | +8.5% | +46.7% | +55.0% |
| 3Y | +157.0% | +152.9% | +4.1% | +83.9% |
| All | +157.0% | +148.8% | +8.2% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling