+424.4%
EWY vs AG
+445.6%
-21.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.6% | +4.9% |
| 7D | +4.8% | +1.0% | +3.8% | +4.6% |
| 30D | +11.7% | +19.2% | -7.5% | +8.7% |
| 3M | -7.4% | +6.2% | -13.6% | -8.2% |
| 6M | +40.6% | -26.7% | +67.2% | +46.2% |
| YTD | +94.3% | +26.1% | +68.2% | +86.5% |
| 1Y | +164.3% | +131.7% | +32.6% | +131.2% |
| 3Y | +221.0% | +255.3% | -34.4% | +154.1% |
| 5Y | +139.1% | +61.9% | +77.2% | +103.3% |
| 10Y | +298.8% | +72.0% | +226.8% | +197.8% |
| All | +424.4% | +445.6% | -21.2% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling