+153.3%
EWY vs AME
+83.9%
+69.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | +6.7% | +1.3% | +5.3% | +5.8% |
| 30D | +17.0% | -6.6% | +23.5% | +21.8% |
| 3M | +3.7% | +3.0% | +0.7% | +2.9% |
| 6M | +42.5% | +5.3% | +37.2% | +40.2% |
| YTD | +96.2% | +15.4% | +80.8% | +85.9% |
| 1Y | +160.4% | +26.8% | +133.5% | +135.7% |
| 3Y | +231.7% | +56.5% | +175.2% | +163.7% |
| 5Y | +153.3% | +85.2% | +68.0% | +77.9% |
| All | +153.3% | +83.9% | +69.4% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling