+164.3%
EWY vs AEM
+40.5%
+123.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +5.1% |
| 7D | +4.8% | -0.5% | +5.3% | +4.9% |
| 30D | +11.7% | +24.0% | -12.4% | +0.4% |
| 3M | -7.4% | +16.1% | -23.5% | -14.6% |
| 6M | +40.6% | -11.6% | +52.2% | +41.1% |
| YTD | +94.3% | +21.5% | +72.7% | +84.6% |
| 1Y | +164.3% | +39.2% | +125.1% | +153.3% |
| All | +164.3% | +40.5% | +123.8% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling