+55.2%
EWY vs AME
+24.0%
+31.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.4% |
| 7D | +4.2% | +5.9% | -1.7% | -3.6% |
| 30D | -10.7% | -1.9% | -8.8% | -8.2% |
| 3M | -20.1% | -5.4% | -14.7% | -13.6% |
| 6M | -24.3% | +4.9% | -29.2% | -27.8% |
| YTD | +46.9% | +18.5% | +28.4% | +28.1% |
| 1Y | +55.2% | +25.5% | +29.7% | +32.5% |
| All | +55.2% | +24.0% | +31.2% | +32.5% |
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 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