+54.2%
EWZ vs AA
-17.9%
+72.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.1% | +1.7% |
| 7D | +0.8% | +0.5% | +0.2% | +0.6% |
| 30D | -24.4% | -0.6% | -23.8% | -24.4% |
| 3M | -4.6% | -19.7% | +15.1% | -0.6% |
| 6M | -11.6% | -41.6% | +30.0% | -2.5% |
| YTD | +2.4% | -24.6% | +27.0% | +5.9% |
| 1Y | +2.1% | +4.9% | -2.8% | -1.8% |
| 3Y | +18.7% | +66.8% | -48.1% | -2.6% |
| All | +54.2% | -17.9% | +72.1% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling