+55.0%
EWZ vs AG
+64.2%
-9.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.4% |
| 7D | +6.5% | +1.0% | +5.5% | +6.3% |
| 30D | +4.8% | +19.2% | -14.3% | +1.9% |
| 3M | +9.9% | +6.2% | +3.7% | +8.1% |
| 6M | +1.9% | -26.7% | +28.6% | +5.1% |
| YTD | +20.3% | +26.1% | -5.8% | +13.6% |
| 1Y | +35.6% | +131.7% | -96.0% | +15.2% |
| 3Y | +43.4% | +255.3% | -211.9% | +7.3% |
| All | +55.0% | +64.2% | -9.2% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling