+140.0%
EWY vs AME
+25.5%
+114.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.3% |
| 7D | +1.2% | 0.0% | +1.2% | +1.3% |
| 30D | +9.3% | -8.6% | +17.9% | +20.6% |
| 3M | +2.4% | +5.8% | -3.4% | -1.0% |
| 6M | +40.3% | +3.8% | +36.4% | +36.7% |
| YTD | +88.0% | +14.4% | +73.6% | +81.8% |
| All | +140.0% | +25.5% | +114.5% | +130.8% |
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