+56.0%
EWZ vs AG
+5.9%
+50.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.9% | +4.4% | -0.6% |
| 7D | +1.3% | +6.0% | -4.6% | +0.4% |
| 30D | -26.2% | -13.5% | -12.6% | -24.8% |
| 3M | -8.6% | -20.7% | +12.0% | -6.1% |
| 6M | -17.0% | -31.5% | +14.5% | -13.6% |
| YTD | +2.2% | -10.1% | +12.3% | +1.0% |
| 1Y | +2.7% | +26.0% | -23.3% | -3.7% |
| 3Y | +18.2% | +228.9% | -210.7% | -11.0% |
| 5Y | +56.0% | +8.7% | +47.3% | +46.5% |
| All | +56.0% | +5.9% | +50.1% | +46.5% |
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