+303.5%
EWY vs AU
+699.0%
-395.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.2% |
| 7D | -0.1% | -4.3% | +4.2% | +0.6% |
| 30D | +7.3% | +7.3% | 0.0% | +6.0% |
| 3M | -5.1% | +26.3% | -31.5% | -8.8% |
| 6M | +42.1% | +1.8% | +40.3% | +40.9% |
| YTD | +94.1% | +26.8% | +67.3% | +87.5% |
| 1Y | +147.8% | +66.7% | +81.1% | +130.9% |
| 3Y | +222.9% | +579.1% | -356.1% | +152.4% |
| 5Y | +150.6% | +689.3% | -538.7% | +91.3% |
| All | +303.5% | +699.0% | -395.5% | +215.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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