+1,244.2%
EWY vs AEIS
+454.7%
+789.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.2% |
| 7D | +8.0% | +8.1% | -0.1% | +5.8% |
| 30D | +14.3% | -11.1% | +25.5% | +17.9% |
| 3M | +2.3% | -5.6% | +7.9% | +4.0% |
| 6M | +49.9% | -0.6% | +50.5% | +50.2% |
| YTD | +95.3% | +38.0% | +57.3% | +79.6% |
| 1Y | +161.7% | +87.2% | +74.5% | +121.4% |
| 3Y | +230.2% | +179.7% | +50.5% | +145.1% |
| 5Y | +148.1% | +241.7% | -93.6% | +71.5% |
| 10Y | +293.2% | +547.2% | -254.0% | +113.1% |
| All | +1,244.2% | +454.7% | +789.5% | +337.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling