+50.3%
EWZ vs AEM
+366.3%
-316.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.8% | -2.8% | +1.0% |
| 7D | +1.4% | +17.8% | -16.4% | -2.0% |
| 30D | -25.1% | +6.2% | -31.3% | -26.2% |
| 3M | -7.7% | +12.5% | -20.3% | -10.5% |
| 6M | -15.8% | +4.4% | -20.3% | -17.5% |
| YTD | +3.6% | +19.2% | -15.6% | -1.6% |
| 1Y | +5.5% | +25.5% | -20.0% | -1.0% |
| 3Y | +22.1% | +346.4% | -324.3% | -13.1% |
| 5Y | +58.3% | +305.7% | -247.3% | +12.4% |
| 10Y | +50.3% | +375.9% | -325.6% | -0.7% |
| All | +50.3% | +366.3% | -316.1% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling