+303.5%
EWY vs AEM
+378.0%
-74.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.4% | +2.9% |
| 7D | -0.1% | -2.1% | +2.1% | +0.4% |
| 30D | +7.3% | +8.4% | -1.1% | +5.4% |
| 3M | -5.1% | +27.3% | -32.4% | -9.9% |
| 6M | +42.1% | -9.7% | +51.7% | +43.8% |
| YTD | +94.1% | +19.0% | +75.2% | +88.0% |
| 1Y | +147.8% | +31.5% | +116.3% | +135.5% |
| 3Y | +222.9% | +338.7% | -115.8% | +153.6% |
| 5Y | +150.6% | +307.4% | -156.8% | +96.1% |
| All | +303.5% | +378.0% | -74.5% | +201.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling