+229.5%
EWY vs ALM
+2,100.8%
-1,871.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.7% | -9.5% | -2.3% |
| 7D | +4.2% | +1.2% | +3.0% | +4.1% |
| 30D | -10.7% | -19.3% | +8.7% | -9.6% |
| 3M | -20.1% | -40.6% | +20.6% | -17.7% |
| 6M | -24.3% | -57.9% | +33.6% | -20.9% |
| YTD | +46.9% | -6.7% | +53.6% | +50.1% |
| 1Y | +55.2% | +20.2% | +35.0% | +57.6% |
| 3Y | +157.0% | +879.4% | -722.5% | +144.4% |
| 5Y | +98.9% | +415.3% | -316.4% | +90.1% |
| All | +229.5% | +2,100.8% | -1,871.3% | +204.4% |
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