+1,236.8%
EWY vs AME
+9,446.4%
-8,209.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +3.7% |
| 7D | +4.8% | +0.6% | +4.2% | +4.5% |
| 30D | +11.7% | -6.7% | +18.4% | +16.4% |
| 3M | -7.4% | +4.1% | -11.5% | -8.7% |
| 6M | +40.6% | +1.6% | +39.0% | +41.2% |
| YTD | +94.3% | +16.1% | +78.1% | +80.7% |
| 1Y | +164.3% | +27.3% | +137.0% | +131.6% |
| 3Y | +221.0% | +50.9% | +170.1% | +148.3% |
| 5Y | +139.1% | +81.4% | +57.7% | +63.4% |
| 10Y | +298.8% | +417.0% | -118.2% | +37.8% |
| All | +1,236.8% | +9,446.4% | -8,209.6% | +15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling