+57.8%
EWZ vs AME
+66.2%
-8.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.9% | -0.2% |
| 7D | -1.5% | -5.2% | +3.7% | +0.2% |
| 30D | -24.5% | -8.0% | -16.5% | -22.5% |
| 3M | -10.7% | -8.9% | -1.8% | -8.1% |
| 6M | -19.1% | -5.0% | -14.1% | -18.3% |
| YTD | +1.6% | +11.9% | -10.3% | -3.7% |
| 1Y | +4.3% | +16.6% | -12.3% | -2.7% |
| 3Y | +19.0% | +62.5% | -43.5% | -5.7% |
| All | +57.8% | +66.2% | -8.4% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling