+124.5%
EWY vs AUR
-35.7%
+160.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.7% | +3.1% |
| 7D | -0.1% | +1.4% | -1.5% | -0.2% |
| 30D | +7.3% | -6.4% | +13.7% | +8.0% |
| 3M | -5.1% | +7.7% | -12.8% | -5.9% |
| 6M | +42.1% | +44.5% | -2.4% | +37.1% |
| YTD | +94.1% | +67.4% | +26.7% | +84.7% |
| 1Y | +147.8% | +15.4% | +132.4% | +142.4% |
| 3Y | +222.9% | +94.8% | +128.1% | +183.2% |
| 5Y | +150.6% | -35.1% | +185.7% | +115.9% |
| All | +124.5% | -35.7% | +160.2% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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