+1,250.3%
EWY vs AU
+762.3%
+488.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.3% |
| 7D | +6.7% | +0.6% | +6.0% | +6.5% |
| 30D | +17.0% | +12.3% | +4.7% | +14.5% |
| 3M | +3.7% | +29.4% | -25.7% | -1.0% |
| 6M | +42.5% | +3.2% | +39.3% | +41.3% |
| YTD | +96.2% | +31.8% | +64.4% | +86.9% |
| 1Y | +160.4% | +83.4% | +77.0% | +134.2% |
| 3Y | +231.7% | +623.1% | -391.4% | +134.3% |
| 5Y | +153.3% | +700.5% | -547.2% | +72.2% |
| 10Y | +308.8% | +717.6% | -408.7% | +150.2% |
| All | +1,250.3% | +762.3% | +488.1% | +780.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling