+98.5%
EWY vs AME
+77.7%
+20.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.1% |
| 7D | +4.2% | +5.9% | -1.7% | +0.4% |
| 30D | -10.7% | -1.9% | -8.8% | -9.2% |
| 3M | -20.1% | -5.4% | -14.7% | -16.9% |
| 6M | -24.3% | +4.9% | -29.2% | -25.3% |
| YTD | +46.9% | +18.5% | +28.4% | +37.6% |
| 1Y | +55.2% | +25.5% | +29.7% | +41.7% |
| 3Y | +157.0% | +63.0% | +93.9% | +100.0% |
| All | +98.5% | +77.7% | +20.8% | +41.0% |
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