+84.1%
EWZ vs AG
+57.4%
+26.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.1% |
| 7D | +5.6% | +4.5% | +1.1% | +4.9% |
| 30D | +9.3% | +12.9% | -3.6% | +7.2% |
| 3M | +15.7% | +20.9% | -5.3% | +11.8% |
| 6M | +7.4% | -19.5% | +27.0% | +9.2% |
| YTD | +22.7% | +24.8% | -2.1% | +16.1% |
| 1Y | +36.4% | +120.2% | -83.9% | +17.2% |
| 3Y | +50.4% | +279.0% | -228.6% | +13.2% |
| 5Y | +67.6% | +67.9% | -0.3% | +37.8% |
| 10Y | +84.1% | +57.5% | +26.6% | +46.8% |
| All | +84.1% | +57.4% | +26.7% | +46.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling