+349.8%
EWZ vs AEE
+891.7%
-541.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.5% | +2.1% | -3.6% | -2.7% |
| 30D | -24.5% | +11.4% | -35.9% | -29.4% |
| 3M | -10.7% | +5.0% | -15.7% | -13.6% |
| 6M | -19.1% | +4.4% | -23.5% | -21.8% |
| YTD | +1.6% | +15.4% | -13.8% | -7.9% |
| 1Y | +4.3% | +13.8% | -9.5% | -4.7% |
| 3Y | +19.0% | +58.0% | -39.0% | -13.6% |
| 5Y | +57.7% | +52.9% | +4.7% | +13.7% |
| 10Y | +51.3% | +205.1% | -153.8% | -36.1% |
| All | +349.8% | +891.7% | -541.9% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling