+164.3%
EWY vs AGI
+17.6%
+146.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.9% | +6.5% | +5.3% |
| 7D | +4.8% | +0.6% | +4.2% | +4.5% |
| 30D | +11.7% | +18.2% | -6.6% | +4.7% |
| 3M | -7.4% | -4.1% | -3.3% | -6.8% |
| 6M | +40.6% | -28.7% | +69.3% | +51.8% |
| YTD | +94.3% | -4.0% | +98.2% | +99.5% |
| 1Y | +164.3% | +17.4% | +146.9% | +161.9% |
| All | +164.3% | +17.6% | +146.7% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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