+148.3%
EWY vs AS
+125.3%
+23.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.2% | -1.0% |
| 7D | +10.4% | -3.6% | +14.0% | +11.3% |
| 30D | -12.7% | +3.4% | -16.1% | -13.5% |
| 3M | -17.3% | -8.6% | -8.7% | -15.9% |
| 6M | -18.6% | -10.0% | -8.5% | -16.9% |
| YTD | +49.5% | -19.2% | +68.7% | +55.1% |
| 1Y | +55.0% | -3.8% | +58.8% | +55.5% |
| All | +148.3% | +125.3% | +23.0% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling