+50.3%
EWZ vs AA
+64.5%
-14.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.8% | -3.8% | +0.4% |
| 7D | +1.4% | +4.8% | -3.4% | +0.1% |
| 30D | -25.1% | -0.6% | -24.5% | -25.2% |
| 3M | -7.7% | -16.3% | +8.5% | -3.8% |
| 6M | -15.8% | -33.4% | +17.6% | -7.9% |
| YTD | +3.6% | -20.7% | +24.3% | +6.7% |
| 1Y | +5.5% | +12.9% | -7.4% | -2.1% |
| 3Y | +22.1% | +75.7% | -53.6% | -7.2% |
| 5Y | +58.3% | -6.8% | +65.1% | +32.2% |
| 10Y | +50.3% | +53.6% | -3.4% | -25.1% |
| All | +50.3% | +64.5% | -14.2% | -25.1% |
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