+346.7%
EWZ vs AA
-30.8%
+377.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.8% | +0.6% |
| 7D | -4.2% | -3.7% | -0.5% | -2.8% |
| 30D | -26.1% | -10.8% | -15.4% | -23.1% |
| 3M | -12.0% | -19.1% | +7.0% | -5.5% |
| 6M | -19.3% | -38.7% | +19.4% | -5.1% |
| YTD | +0.9% | -27.1% | +28.1% | +8.4% |
| 1Y | +3.4% | +8.3% | -5.0% | -6.2% |
| 3Y | +18.6% | +49.6% | -31.0% | -15.8% |
| 5Y | +56.6% | -15.5% | +72.1% | +21.8% |
| 10Y | +50.3% | +60.9% | -10.6% | -37.4% |
| All | +346.7% | -30.8% | +377.5% | +122.5% |
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