+18.7%
EWZ vs AGG
+14.0%
+4.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +0.8% | -1.5% | +2.3% | +2.5% |
| 30D | -24.4% | +0.6% | -25.0% | -25.0% |
| 3M | -4.6% | -1.6% | -3.0% | -2.7% |
| 6M | -11.6% | -1.6% | -10.0% | -9.8% |
| YTD | +2.4% | -1.5% | +3.9% | +4.5% |
| 1Y | +2.1% | -1.1% | +3.2% | +3.7% |
| 3Y | +18.7% | +13.6% | +5.1% | +2.1% |
| All | +18.7% | +14.0% | +4.7% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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