+18.2%
EWZ vs AME
+63.2%
-45.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +1.3% | -4.1% | +5.5% | +2.4% |
| 30D | -26.2% | -4.1% | -22.0% | -25.5% |
| 3M | -8.6% | -5.6% | -3.0% | -7.4% |
| 6M | -17.0% | +2.8% | -19.9% | -18.5% |
| YTD | +2.2% | +16.6% | -14.4% | -3.2% |
| 1Y | +2.7% | +21.1% | -18.4% | -3.7% |
| 3Y | +18.2% | +61.1% | -42.9% | +3.0% |
| All | +18.2% | +63.2% | -45.1% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling