+84.1%
EWZ vs AEM
+333.3%
-249.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.3% |
| 7D | +5.6% | +4.3% | +1.2% | +4.6% |
| 30D | +9.3% | +13.1% | -3.9% | +6.3% |
| 3M | +15.7% | +24.8% | -9.1% | +9.8% |
| 6M | +7.4% | -8.2% | +15.7% | +8.3% |
| YTD | +22.7% | +19.8% | +2.9% | +16.8% |
| 1Y | +36.4% | +32.1% | +4.3% | +26.8% |
| 3Y | +50.4% | +348.2% | -297.8% | +7.2% |
| 5Y | +67.6% | +297.5% | -229.8% | +19.8% |
| 10Y | +84.1% | +343.3% | -259.2% | +22.2% |
| All | +84.1% | +333.3% | -249.2% | +22.2% |
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