+8.1%
EWZ vs AME
+21.1%
-13.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.3% | +3.1% |
| 7D | -4.1% | -4.4% | +0.4% | -2.8% |
| 30D | -25.0% | -5.9% | -19.1% | -23.5% |
| 3M | -10.6% | -6.5% | -4.1% | -8.6% |
| 6M | -16.6% | +3.2% | -19.8% | -19.4% |
| YTD | +2.5% | +16.0% | -13.5% | -6.0% |
| 1Y | +8.1% | +20.4% | -12.4% | -1.9% |
| All | +8.1% | +21.1% | -13.0% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling