+349.8%
EWZ vs AME
+8,929.8%
-8,579.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.9% | -1.0% |
| 7D | -1.5% | -5.2% | +3.7% | +1.6% |
| 30D | -24.5% | -8.0% | -16.5% | -20.9% |
| 3M | -10.7% | -8.9% | -1.8% | -6.2% |
| 6M | -19.1% | -5.0% | -14.1% | -17.8% |
| YTD | +1.6% | +11.9% | -10.3% | -7.7% |
| 1Y | +4.3% | +16.6% | -12.3% | -8.0% |
| 3Y | +19.0% | +62.5% | -43.5% | -19.5% |
| 5Y | +57.7% | +67.6% | -9.9% | +1.8% |
| 10Y | +51.3% | +450.4% | -399.0% | -57.8% |
| All | +349.8% | +8,929.8% | -8,579.9% | -66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling