+43.6%
EWZ vs AA
+63.3%
-19.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | -0.1% |
| 7D | -1.5% | +0.9% | -2.4% | -1.8% |
| 30D | -24.5% | -6.7% | -17.8% | -23.3% |
| 3M | -10.7% | -16.3% | +5.6% | -7.0% |
| 6M | -19.1% | -37.1% | +18.0% | -10.1% |
| YTD | +1.6% | -25.0% | +26.6% | +6.2% |
| 1Y | +4.3% | +8.6% | -4.3% | -2.1% |
| 3Y | +19.0% | +57.2% | -38.3% | -6.5% |
| 5Y | +57.7% | -13.0% | +70.7% | +34.4% |
| All | +43.6% | +63.3% | -19.8% | -24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling