+50.3%
EWZ vs AME
+465.0%
-414.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.2% | -0.6% |
| 7D | +1.4% | -1.5% | +2.9% | +1.9% |
| 30D | -25.1% | -4.2% | -20.9% | -23.7% |
| 3M | -7.7% | -5.9% | -1.8% | -5.2% |
| 6M | -15.8% | +2.8% | -18.7% | -18.7% |
| YTD | +3.6% | +16.6% | -12.9% | -7.8% |
| 1Y | +5.5% | +22.1% | -16.6% | -9.0% |
| 3Y | +22.1% | +64.7% | -42.6% | -17.5% |
| 5Y | +58.3% | +76.6% | -18.2% | -1.0% |
| 10Y | +50.3% | +443.9% | -393.6% | -44.6% |
| All | +50.3% | +465.0% | -414.7% | -44.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling