+1,250.3%
EWY vs AEP
+939.4%
+310.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +6.7% | +0.9% | +5.8% | +6.3% |
| 30D | +17.0% | +1.5% | +15.5% | +16.3% |
| 3M | +3.7% | -1.7% | +5.3% | +3.9% |
| 6M | +42.5% | -4.0% | +46.5% | +43.5% |
| YTD | +96.2% | +10.6% | +85.6% | +86.7% |
| 1Y | +160.4% | +18.6% | +141.7% | +140.2% |
| 3Y | +231.7% | +78.7% | +153.0% | +153.8% |
| 5Y | +153.3% | +65.1% | +88.2% | +96.9% |
| 10Y | +308.8% | +177.7% | +131.1% | +142.8% |
| All | +1,250.3% | +939.4% | +310.9% | +395.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling