+81.2%
EWZ vs AME
+419.5%
-338.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.6% |
| 7D | +6.5% | +0.6% | +5.9% | +6.0% |
| 30D | +4.8% | -6.7% | +11.5% | +9.2% |
| 3M | +9.9% | +4.1% | +5.8% | +6.4% |
| 6M | +1.9% | +1.6% | +0.4% | 0.0% |
| YTD | +20.3% | +16.1% | +4.2% | +8.3% |
| 1Y | +35.6% | +27.3% | +8.3% | +14.5% |
| 3Y | +43.4% | +50.9% | -7.4% | +4.2% |
| 5Y | +55.9% | +81.4% | -25.4% | -3.9% |
| All | +81.2% | +419.5% | -338.3% | -32.8% |
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