+8.1%
EWZ vs AG
+29.4%
-21.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.1% | -7.5% | +0.4% |
| 7D | -4.1% | -2.6% | -1.5% | -3.8% |
| 30D | -25.0% | -12.1% | -12.9% | -23.8% |
| 3M | -10.6% | -6.6% | -4.0% | -10.4% |
| 6M | -16.6% | -20.5% | +3.8% | -15.2% |
| YTD | +2.5% | -7.4% | +9.9% | +5.2% |
| 1Y | +8.1% | +33.4% | -25.3% | +8.7% |
| All | +8.1% | +29.4% | -21.3% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling