+1,244.2%
EWY vs AEM
+4,130.0%
-2,885.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | +8.0% | +4.3% | +3.7% | +7.3% |
| 30D | +14.3% | +13.1% | +1.2% | +12.2% |
| 3M | +2.3% | +24.8% | -22.5% | -1.1% |
| 6M | +49.9% | -8.2% | +58.1% | +51.6% |
| YTD | +95.3% | +19.8% | +75.5% | +90.2% |
| 1Y | +161.7% | +32.1% | +129.7% | +150.8% |
| 3Y | +230.2% | +348.2% | -118.0% | +166.0% |
| 5Y | +148.1% | +297.5% | -149.3% | +100.5% |
| 10Y | +293.2% | +343.3% | -50.1% | +200.2% |
| All | +1,244.2% | +4,130.0% | -2,885.8% | +842.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling