+226.4%
EWY vs AG
+278.6%
-52.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | 0.0% |
| 7D | +6.7% | -0.1% | +6.8% | +6.7% |
| 30D | +17.0% | +12.5% | +4.5% | +13.9% |
| 3M | +3.7% | +28.2% | -24.5% | -1.8% |
| 6M | +42.5% | -18.8% | +61.3% | +45.2% |
| YTD | +96.2% | +27.4% | +68.9% | +87.4% |
| 1Y | +160.4% | +132.2% | +28.2% | +126.6% |
| All | +226.4% | +278.6% | -52.2% | +157.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling