+19.0%
EWZ vs AA
+52.9%
-33.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.2% |
| 7D | -1.5% | +0.9% | -2.4% | -1.7% |
| 30D | -24.5% | -6.7% | -17.8% | -23.7% |
| 3M | -10.7% | -16.3% | +5.6% | -8.2% |
| 6M | -19.1% | -37.1% | +18.0% | -13.1% |
| YTD | +1.6% | -25.0% | +26.6% | +4.8% |
| 1Y | +4.3% | +8.6% | -4.3% | 0.0% |
| 3Y | +19.0% | +57.2% | -38.3% | +1.0% |
| All | +19.0% | +52.9% | -33.9% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling