+69.0%
EWZ vs AG
+287.4%
-218.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.9% |
| 7D | -4.2% | -2.9% | -1.3% | -3.7% |
| 30D | -26.1% | -15.1% | -11.0% | -24.1% |
| 3M | -12.0% | -15.4% | +3.3% | -10.0% |
| 6M | -19.3% | -21.9% | +2.7% | -17.2% |
| YTD | +0.9% | -10.4% | +11.4% | -0.9% |
| 1Y | +3.4% | +39.8% | -36.4% | -7.2% |
| 3Y | +18.6% | +209.5% | -191.0% | -14.9% |
| 5Y | +56.6% | +12.5% | +44.1% | +29.8% |
| 10Y | +50.3% | +79.5% | -29.2% | -4.6% |
| All | +69.0% | +287.4% | -218.5% | -49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling