+36.4%
EWZ vs AEE
+10.3%
+26.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.8% |
| 7D | +5.6% | +1.3% | +4.3% | +5.3% |
| 30D | +9.3% | -1.2% | +10.5% | +9.5% |
| 3M | +15.7% | +1.0% | +14.7% | +15.0% |
| 6M | +7.4% | -2.3% | +9.7% | +7.7% |
| YTD | +22.7% | +9.1% | +13.6% | +20.7% |
| 1Y | +36.4% | +10.6% | +25.8% | +32.7% |
| All | +36.4% | +10.3% | +26.1% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling