+18.7%
EWZ vs AG
+195.3%
-176.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.7% |
| 7D | +0.8% | -10.0% | +10.7% | +2.0% |
| 30D | -24.4% | -10.5% | -13.9% | -23.5% |
| 3M | -4.6% | -27.3% | +22.7% | -1.2% |
| 6M | -11.6% | -43.0% | +31.4% | -6.3% |
| YTD | +2.4% | -17.9% | +20.3% | +3.1% |
| 1Y | +2.1% | +11.9% | -9.8% | -1.0% |
| 3Y | +18.7% | +201.8% | -183.1% | -5.2% |
| All | +18.7% | +195.3% | -176.6% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling