+19.0%
EWZ vs AEM
+311.2%
-292.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.4% |
| 7D | -1.5% | +15.8% | -17.3% | -4.5% |
| 30D | -24.5% | +6.2% | -30.7% | -25.7% |
| 3M | -10.7% | +14.3% | -25.0% | -13.9% |
| 6M | -19.1% | +1.4% | -20.5% | -20.2% |
| YTD | +1.6% | +13.7% | -12.1% | -2.4% |
| 1Y | +4.3% | +21.3% | -17.0% | -1.3% |
| 3Y | +19.0% | +309.9% | -290.9% | -20.7% |
| All | +19.0% | +311.2% | -292.3% | -20.7% |
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 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