+303.5%
EWY vs AGI
+392.3%
-88.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.2% |
| 7D | -0.1% | -2.7% | +2.7% | +0.3% |
| 30D | +7.3% | +7.2% | +0.1% | +6.4% |
| 3M | -5.1% | +4.3% | -9.4% | -5.8% |
| 6M | +42.1% | -27.1% | +69.1% | +46.6% |
| YTD | +94.1% | -6.6% | +100.7% | +95.4% |
| 1Y | +147.8% | +9.5% | +138.3% | +145.3% |
| 3Y | +222.9% | +208.4% | +14.5% | +191.7% |
| 5Y | +150.6% | +401.6% | -251.0% | +119.0% |
| All | +303.5% | +392.3% | -88.9% | +259.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling