+303.5%
EWY vs ALM
+2,589.2%
-2,285.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.5% | +9.8% | +3.6% |
| 7D | -0.1% | -11.8% | +11.8% | +0.5% |
| 30D | +7.3% | +7.8% | -0.5% | +6.8% |
| 3M | -5.1% | -9.3% | +4.1% | -4.9% |
| 6M | +42.1% | -30.5% | +72.5% | +43.2% |
| YTD | +94.1% | +75.8% | +18.3% | +91.5% |
| 1Y | +147.8% | +241.2% | -93.4% | +140.5% |
| 3Y | +222.9% | +1,872.6% | -1,649.7% | +197.0% |
| 5Y | +150.6% | +849.6% | -699.0% | +132.4% |
| All | +303.5% | +2,589.2% | -2,285.7% | +263.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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