+4.1%
EWZ vs AEE
+12.7%
-8.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +0.9% | +1.8% |
| 7D | +1.4% | +2.3% | -0.9% | +1.0% |
| 30D | -25.1% | +11.6% | -36.7% | -26.6% |
| 3M | -7.7% | +5.5% | -13.2% | -8.6% |
| 6M | -15.8% | +6.0% | -21.9% | -17.0% |
| YTD | +3.6% | +16.6% | -13.0% | -0.2% |
| All | +4.1% | +12.7% | -8.6% | +2.4% |
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