+212.8%
EWY vs AEIS
+160.8%
+51.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.1% | -0.1% | -2.4% |
| 7D | +1.2% | -0.2% | +1.4% | +1.4% |
| 30D | +9.3% | -16.4% | +25.7% | +17.8% |
| 3M | +2.4% | -11.1% | +13.6% | +7.5% |
| 6M | +40.3% | -12.0% | +52.3% | +47.2% |
| YTD | +88.0% | +30.9% | +57.1% | +73.9% |
| 1Y | +143.8% | +74.3% | +69.5% | +105.0% |
| All | +212.8% | +160.8% | +51.9% | +118.8% |
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