-18.6%
EWY vs AS
-10.4%
-8.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.2% | -0.9% |
| 7D | +10.4% | -3.6% | +14.0% | +11.4% |
| 30D | -12.7% | +3.4% | -16.1% | -13.2% |
| 3M | -17.3% | -8.6% | -8.7% | -15.1% |
| 6M | -18.6% | -10.0% | -8.5% | -18.9% |
| All | -18.6% | -10.4% | -8.1% | -18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling