+92.6%
EWZ vs AGI
+398.0%
-305.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | -0.1% | +2.2% | -2.3% | -0.4% |
| 30D | +8.2% | +11.3% | -3.1% | +6.5% |
| 3M | +13.3% | +5.6% | +7.7% | +11.9% |
| 6M | +3.6% | -27.7% | +31.3% | +7.4% |
| YTD | +21.0% | -4.1% | +25.1% | +20.2% |
| 1Y | +34.7% | +13.8% | +20.9% | +30.2% |
| 3Y | +48.3% | +217.0% | -168.8% | +23.6% |
| 5Y | +60.1% | +404.3% | -344.3% | +24.5% |
| 10Y | +92.6% | +400.5% | -307.9% | +44.5% |
| All | +92.6% | +398.0% | -305.4% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling