+1,104.4%
EWY vs AGG
+96.0%
+1,008.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | -0.1% | -1.1% | +1.0% | 0.0% |
| 30D | +7.3% | -1.1% | +8.5% | +7.4% |
| 3M | -5.1% | -1.9% | -3.2% | -5.0% |
| 6M | +42.1% | -1.7% | +43.8% | +42.2% |
| YTD | +94.1% | -1.3% | +95.4% | +94.4% |
| 1Y | +147.8% | -0.7% | +148.6% | +148.2% |
| 3Y | +222.9% | +12.5% | +210.4% | +227.4% |
| 5Y | +150.6% | -2.5% | +153.1% | +140.2% |
| 10Y | +304.4% | +14.2% | +290.2% | +321.7% |
| All | +1,104.4% | +96.0% | +1,008.4% | +1,359.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling