+18.7%
EWZ vs AEM
+301.1%
-282.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.8% | -6.8% | +7.6% | +2.2% |
| 30D | -24.4% | +0.8% | -25.2% | -24.8% |
| 3M | -4.6% | -0.8% | -3.8% | -5.1% |
| 6M | -11.6% | -8.5% | -3.1% | -10.9% |
| YTD | +2.4% | +5.9% | -3.6% | -0.3% |
| 1Y | +2.1% | +6.6% | -4.5% | -0.9% |
| 3Y | +18.7% | +302.2% | -283.5% | -21.9% |
| All | +18.7% | +301.1% | -282.4% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling