+142.7%
EWY vs AEP
+63.6%
+79.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -4.0% |
| 7D | +1.2% | -1.0% | +2.2% | +1.4% |
| 30D | +9.3% | -0.1% | +9.4% | +9.3% |
| 3M | +2.4% | -3.2% | +5.6% | +2.7% |
| 6M | +40.3% | -5.3% | +45.6% | +40.9% |
| YTD | +88.0% | +9.5% | +78.5% | +83.5% |
| 1Y | +143.8% | +17.5% | +126.3% | +134.4% |
| 3Y | +217.8% | +77.0% | +140.8% | +174.1% |
| 5Y | +142.7% | +66.4% | +76.3% | +109.9% |
| All | +142.7% | +63.6% | +79.2% | +109.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling