+67.0%
EWZ vs AG
+72.5%
-5.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | +0.6% | -4.0% | +4.6% | +1.2% |
| 30D | -25.5% | -13.1% | -12.4% | -24.1% |
| 3M | -4.5% | -22.0% | +17.5% | -1.6% |
| 6M | -15.3% | -37.3% | +22.0% | -10.6% |
| YTD | +3.1% | -11.2% | +14.3% | +2.0% |
| 1Y | +1.2% | +23.9% | -22.7% | -5.1% |
| 3Y | +19.3% | +225.1% | -205.9% | -8.6% |
| 5Y | +52.3% | +7.7% | +44.5% | +32.8% |
| 10Y | +67.0% | +86.9% | -19.9% | +18.3% |
| All | +67.0% | +72.5% | -5.5% | +18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling