+143.8%
EWY vs AG
+119.5%
+24.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.9% | +0.7% | -2.7% |
| 7D | +1.2% | -5.8% | +7.0% | +3.1% |
| 30D | +9.3% | +6.4% | +2.9% | +7.1% |
| 3M | +2.4% | +28.4% | -25.9% | -5.2% |
| 6M | +40.3% | -24.5% | +64.7% | +44.5% |
| YTD | +88.0% | +21.2% | +66.8% | +84.6% |
| 1Y | +143.8% | +114.1% | +29.7% | +126.2% |
| All | +143.8% | +119.5% | +24.4% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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