+66.5%
EWZ vs AGI
+389.5%
-323.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +0.8% | -10.1% | +10.9% | +2.2% |
| 30D | -24.4% | -6.5% | -17.8% | -23.9% |
| 3M | -4.6% | -12.8% | +8.2% | -3.2% |
| 6M | -11.6% | -34.3% | +22.7% | -7.2% |
| YTD | +2.4% | -25.6% | +28.0% | +5.0% |
| 1Y | +2.1% | -14.2% | +16.3% | +2.6% |
| 3Y | +18.7% | +127.3% | -108.6% | +3.6% |
| 5Y | +54.2% | +241.8% | -187.6% | +26.1% |
| All | +66.5% | +389.5% | -323.0% | +24.4% |
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