+62.4%
EWY vs AME
+21.1%
+41.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | +4.2% |
| 7D | -8.3% | -4.4% | -3.9% | -3.0% |
| 30D | -20.5% | -5.9% | -14.7% | -14.2% |
| 3M | -11.1% | -6.5% | -4.6% | -2.9% |
| 6M | -7.0% | +3.2% | -10.2% | -9.8% |
| YTD | +56.5% | +16.0% | +40.5% | +37.3% |
| 1Y | +62.4% | +20.4% | +42.0% | +39.2% |
| All | +62.4% | +21.1% | +41.3% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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