+349.8%
EWZ vs AA
-28.7%
+378.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | -0.4% |
| 7D | -1.5% | +0.9% | -2.4% | -1.9% |
| 30D | -24.5% | -6.7% | -17.8% | -22.8% |
| 3M | -10.7% | -16.3% | +5.6% | -5.3% |
| 6M | -19.1% | -37.1% | +18.0% | -5.9% |
| YTD | +1.6% | -25.0% | +26.6% | +7.9% |
| 1Y | +4.3% | +8.6% | -4.3% | -5.4% |
| 3Y | +19.0% | +57.2% | -38.3% | -17.2% |
| 5Y | +57.7% | -13.0% | +70.7% | +21.3% |
| 10Y | +51.3% | +65.5% | -14.2% | -37.7% |
| All | +349.8% | -28.7% | +378.6% | +121.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling