+19.0%
EWZ vs AG
+219.8%
-200.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.5% |
| 7D | -1.5% | +6.3% | -7.8% | -2.3% |
| 30D | -24.5% | -8.9% | -15.6% | -23.8% |
| 3M | -10.7% | -12.2% | +1.5% | -9.7% |
| 6M | -19.1% | -28.3% | +9.2% | -16.7% |
| YTD | +1.6% | -8.8% | +10.4% | +1.0% |
| 1Y | +4.3% | +39.4% | -35.1% | -1.4% |
| 3Y | +19.0% | +229.4% | -210.5% | -6.2% |
| All | +19.0% | +219.8% | -200.8% | -6.2% |
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