+303.5%
EWY vs AME
+445.1%
-141.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.3% | 0.0% | +1.3% |
| 7D | -0.1% | +1.7% | -1.8% | -1.1% |
| 30D | +7.3% | -6.4% | +13.7% | +11.5% |
| 3M | -5.1% | +7.1% | -12.2% | -8.0% |
| 6M | +42.1% | +8.2% | +33.9% | +37.7% |
| YTD | +94.1% | +18.2% | +75.9% | +80.0% |
| 1Y | +147.8% | +26.7% | +121.1% | +120.5% |
| 3Y | +222.9% | +60.7% | +162.2% | +146.6% |
| 5Y | +150.6% | +91.6% | +59.0% | +70.8% |
| All | +303.5% | +445.1% | -141.6% | +78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling