+1,394.8%
EWY vs AGI
+5,307.1%
-3,912.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.2% |
| 7D | -0.1% | -2.7% | +2.7% | +0.2% |
| 30D | +7.3% | +7.2% | +0.1% | +6.6% |
| 3M | -5.1% | +4.3% | -9.4% | -5.7% |
| 6M | +42.1% | -27.1% | +69.1% | +46.1% |
| YTD | +94.1% | -6.6% | +100.7% | +95.0% |
| 1Y | +147.8% | +9.5% | +138.3% | +144.9% |
| 3Y | +222.9% | +208.4% | +14.5% | +189.8% |
| 5Y | +150.6% | +401.6% | -251.0% | +114.6% |
| 10Y | +304.4% | +387.3% | -82.9% | +229.0% |
| All | +1,394.8% | +5,307.1% | -3,912.3% | +891.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling