+98.5%
EWY vs ALM
+410.2%
-311.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.7% | -9.5% | -2.6% |
| 7D | +4.2% | +1.2% | +3.0% | +4.0% |
| 30D | -10.7% | -19.3% | +8.7% | -8.7% |
| 3M | -20.1% | -40.6% | +20.6% | -15.9% |
| 6M | -24.3% | -57.9% | +33.6% | -18.4% |
| YTD | +46.9% | -6.7% | +53.6% | +53.2% |
| 1Y | +55.2% | +20.2% | +35.0% | +60.5% |
| 3Y | +157.0% | +879.4% | -722.5% | +135.4% |
| All | +98.5% | +410.2% | -311.7% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling