+8.1%
EWZ vs AA
+13.9%
-5.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.1% | +1.2% |
| 7D | -4.1% | +0.9% | -5.0% | -4.2% |
| 30D | -25.0% | -6.4% | -18.5% | -24.1% |
| 3M | -10.6% | -13.0% | +2.3% | -8.9% |
| 6M | -16.6% | -34.6% | +18.0% | -11.8% |
| YTD | +2.5% | -23.0% | +25.5% | +5.2% |
| 1Y | +8.1% | +16.0% | -7.9% | +6.4% |
| All | +8.1% | +13.9% | -5.8% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling