+55.0%
EWZ vs AEM
+295.5%
-240.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +6.5% | -0.5% | +7.0% | +6.5% |
| 30D | +4.8% | +24.0% | -19.2% | -0.4% |
| 3M | +9.9% | +16.1% | -6.2% | +5.5% |
| 6M | +1.9% | -11.6% | +13.6% | +3.7% |
| YTD | +20.3% | +21.5% | -1.2% | +13.8% |
| 1Y | +35.6% | +39.2% | -3.6% | +23.9% |
| 3Y | +43.4% | +347.4% | -304.0% | -2.0% |
| All | +55.0% | +295.5% | -240.5% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling