+147.8%
EWY vs AEM
+32.6%
+115.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.4% | +2.4% |
| 7D | -0.1% | -2.1% | +2.1% | +0.9% |
| 30D | +7.3% | +8.4% | -1.1% | +2.9% |
| 3M | -5.1% | +27.3% | -32.4% | -16.2% |
| 6M | +42.1% | -9.7% | +51.7% | +42.3% |
| YTD | +94.1% | +19.0% | +75.2% | +86.2% |
| 1Y | +147.8% | +31.5% | +116.3% | +132.1% |
| All | +147.8% | +32.6% | +115.3% | +132.1% |
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