+222.9%
EWY vs AEP
+76.7%
+146.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.4% | +3.3% |
| 7D | -0.1% | -0.9% | +0.9% | 0.0% |
| 30D | +7.3% | -1.1% | +8.4% | +7.4% |
| 3M | -5.1% | -3.3% | -1.9% | -5.1% |
| 6M | +42.1% | -4.6% | +46.7% | +42.1% |
| YTD | +94.1% | +9.4% | +84.7% | +90.5% |
| 1Y | +147.8% | +16.9% | +130.9% | +141.0% |
| 3Y | +222.9% | +76.6% | +146.3% | +180.0% |
| All | +222.9% | +76.7% | +146.3% | +180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 3y: compounded portfolio wealth divided by compounded AEP 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…
3y analysis · Full analysis span regression · 6 months rolling