+67.0%
EWZ vs AA
+48.4%
+18.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.7% | +0.2% |
| 7D | +0.6% | +1.1% | -0.5% | +0.2% |
| 30D | -25.5% | -1.3% | -24.2% | -25.5% |
| 3M | -4.5% | -23.9% | +19.4% | +2.2% |
| 6M | -15.3% | -36.8% | +21.5% | -5.9% |
| YTD | +3.1% | -22.2% | +25.2% | +6.7% |
| 1Y | +1.2% | +10.4% | -9.1% | -5.5% |
| 3Y | +19.3% | +72.0% | -52.8% | -8.9% |
| 5Y | +52.3% | -15.6% | +67.9% | +31.3% |
| 10Y | +67.0% | +47.8% | +19.2% | -16.9% |
| All | +67.0% | +48.4% | +18.6% | -16.9% |
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