+432.5%
EWZ vs AEE
+829.1%
-396.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.5% | +0.3% | +6.2% | +6.3% |
| 30D | +4.8% | -2.3% | +7.1% | +6.2% |
| 3M | +9.9% | +0.2% | +9.7% | +9.2% |
| 6M | +1.9% | -4.7% | +6.7% | +4.3% |
| YTD | +20.3% | +8.1% | +12.2% | +13.6% |
| 1Y | +35.6% | +8.5% | +27.1% | +27.5% |
| 3Y | +43.4% | +48.9% | -5.5% | +7.9% |
| 5Y | +55.9% | +39.9% | +16.0% | +18.6% |
| 10Y | +84.2% | +186.5% | -102.4% | -19.0% |
| All | +432.5% | +829.1% | -396.5% | +34.1% |
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