+642.0%
EWZ vs AGG
+98.1%
+544.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.5% | -0.2% | +6.7% | +6.5% |
| 30D | +4.8% | -0.4% | +5.2% | +5.0% |
| 3M | +9.9% | -0.7% | +10.6% | +10.1% |
| 6M | +1.9% | -1.5% | +3.5% | +2.4% |
| YTD | +20.3% | -0.3% | +20.6% | +20.5% |
| 1Y | +35.6% | +1.3% | +34.3% | +35.3% |
| 3Y | +43.4% | +13.2% | +30.2% | +39.6% |
| 5Y | +55.9% | -1.4% | +57.4% | +53.6% |
| 10Y | +84.2% | +14.9% | +69.3% | +83.1% |
| All | +642.0% | +98.1% | +544.0% | +527.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling