+62.4%
EWY vs AGG
-0.5%
+62.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -4.1% |
| 7D | -8.3% | +0.5% | -8.8% | -10.8% |
| 30D | -20.5% | +2.4% | -22.9% | -31.2% |
| 3M | -11.1% | -1.0% | -10.1% | -4.0% |
| 6M | -7.0% | -0.9% | -6.1% | +2.0% |
| YTD | +56.5% | -0.9% | +57.4% | +77.0% |
| 1Y | +62.4% | -0.5% | +62.9% | +83.8% |
| All | +62.4% | -0.5% | +62.9% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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