+164.3%
EWY vs AME
+29.8%
+134.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +3.0% |
| 7D | +4.8% | +0.6% | +4.2% | +4.2% |
| 30D | +11.7% | -6.7% | +18.4% | +20.3% |
| 3M | -7.4% | +4.1% | -11.5% | -9.5% |
| 6M | +40.6% | +1.6% | +39.0% | +37.3% |
| YTD | +94.3% | +16.1% | +78.1% | +84.9% |
| 1Y | +164.3% | +27.3% | +137.0% | +150.3% |
| All | +164.3% | +29.8% | +134.5% | +150.3% |
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