-19.3%
EWZ vs AME
-4.0%
-15.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.4% | -1.1% |
| 7D | -4.2% | -11.4% | +7.3% | -3.3% |
| 30D | -26.1% | -12.1% | -14.0% | -25.1% |
| 3M | -12.0% | -12.3% | +0.3% | -10.5% |
| 6M | -19.3% | -4.6% | -14.6% | -20.8% |
| All | -19.3% | -4.0% | -15.2% | -20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling