+50.4%
EWZ vs AGI
+208.5%
-158.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.2% |
| 7D | +5.6% | +4.4% | +1.2% | +4.8% |
| 30D | +9.3% | +10.0% | -0.7% | +7.3% |
| 3M | +15.7% | +1.7% | +14.0% | +14.6% |
| 6M | +7.4% | -26.8% | +34.2% | +12.4% |
| YTD | +22.7% | -5.3% | +28.0% | +22.2% |
| 1Y | +36.4% | +11.5% | +24.9% | +31.0% |
| 3Y | +50.4% | +212.9% | -162.5% | +12.6% |
| All | +50.4% | +208.5% | -158.1% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling