+1,250.3%
EWY vs AIG
-91.6%
+1,341.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +6.7% | -1.4% | +8.1% | +7.0% |
| 30D | +17.0% | -3.3% | +20.3% | +17.7% |
| 3M | +3.7% | +2.2% | +1.5% | +2.8% |
| 6M | +42.5% | -2.1% | +44.6% | +42.3% |
| YTD | +96.2% | -11.2% | +107.4% | +99.4% |
| 1Y | +160.4% | -2.1% | +162.5% | +158.6% |
| 3Y | +231.7% | +34.4% | +197.3% | +207.1% |
| 5Y | +153.3% | +53.7% | +99.6% | +126.1% |
| 10Y | +308.8% | +64.4% | +244.4% | +243.8% |
| All | +1,250.3% | -91.6% | +1,341.9% | +1,637.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling