+346.7%
EWZ vs AME
+8,705.5%
-8,358.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.4% | +2.4% |
| 7D | -4.2% | -11.4% | +7.3% | +3.4% |
| 30D | -26.1% | -12.1% | -14.0% | -20.2% |
| 3M | -12.0% | -12.3% | +0.3% | -5.2% |
| 6M | -19.3% | -4.6% | -14.6% | -18.2% |
| YTD | +0.9% | +9.1% | -8.2% | -6.7% |
| 1Y | +3.4% | +13.3% | -9.9% | -7.0% |
| 3Y | +18.6% | +58.2% | -39.6% | -18.3% |
| 5Y | +56.6% | +63.4% | -6.8% | +2.9% |
| 10Y | +50.3% | +436.7% | -386.4% | -57.4% |
| All | +346.7% | +8,705.5% | -8,358.7% | -66.5% |
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