+98.5%
EWY vs AG
0.0%
+98.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.3% |
| 7D | +4.2% | -10.0% | +14.2% | +6.5% |
| 30D | -10.7% | -10.5% | -0.2% | -8.6% |
| 3M | -20.1% | -27.3% | +7.2% | -14.7% |
| 6M | -24.3% | -43.0% | +18.7% | -15.8% |
| YTD | +46.9% | -17.9% | +64.8% | +52.7% |
| 1Y | +55.2% | +11.9% | +43.3% | +52.9% |
| 3Y | +157.0% | +201.8% | -44.9% | +103.1% |
| All | +98.5% | 0.0% | +98.5% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling