+531.5%
EWZ vs AGG
+95.5%
+435.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +0.8% | -1.5% | +2.3% | +1.2% |
| 30D | -24.4% | +0.6% | -25.0% | -24.5% |
| 3M | -4.6% | -1.6% | -3.0% | -4.1% |
| 6M | -11.6% | -1.6% | -10.0% | -11.1% |
| YTD | +2.4% | -1.5% | +3.9% | +2.9% |
| 1Y | +2.1% | -1.1% | +3.2% | +2.5% |
| 3Y | +18.7% | +13.6% | +5.1% | +15.7% |
| 5Y | +54.2% | -1.7% | +55.9% | +52.3% |
| 10Y | +65.9% | +16.1% | +49.7% | +66.4% |
| All | +531.5% | +95.5% | +435.9% | +436.3% |
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