+50.3%
EWZ vs AG
+77.4%
-27.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.7% | -2.7% | +1.3% |
| 7D | +1.4% | +10.8% | -9.4% | -0.2% |
| 30D | -25.1% | -8.2% | -16.9% | -24.3% |
| 3M | -7.7% | -13.7% | +6.0% | -6.3% |
| 6M | -15.8% | -27.3% | +11.4% | -13.1% |
| YTD | +3.6% | -4.6% | +8.2% | +1.4% |
| 1Y | +5.5% | +39.4% | -33.9% | -2.8% |
| 3Y | +22.1% | +244.1% | -222.0% | -7.5% |
| 5Y | +58.3% | +16.8% | +41.6% | +36.4% |
| 10Y | +50.3% | +71.7% | -21.4% | +7.9% |
| All | +50.3% | +77.4% | -27.1% | +7.9% |
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