+164.3%
EWY vs AIG
-4.5%
+168.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.3% |
| 7D | +4.8% | -0.9% | +5.7% | +4.5% |
| 30D | +11.7% | -4.9% | +16.5% | +10.3% |
| 3M | -7.4% | +4.5% | -11.9% | -6.5% |
| 6M | +40.6% | -1.4% | +42.0% | +41.7% |
| YTD | +94.3% | -9.8% | +104.1% | +92.3% |
| 1Y | +164.3% | -4.5% | +168.8% | +164.5% |
| All | +164.3% | -4.5% | +168.8% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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