+117.1%
AA vs EWJ
+139.2%
-22.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.2% | -4.0% |
| 7D | -5.4% | -1.5% | -3.9% | -3.3% |
| 30D | -10.7% | +0.2% | -10.9% | -11.1% |
| 3M | -26.2% | +8.6% | -34.8% | -34.9% |
| 6M | -20.9% | +12.1% | -33.1% | -33.8% |
| YTD | -8.6% | +20.1% | -28.7% | -31.3% |
| 1Y | +57.4% | +25.2% | +32.2% | +11.2% |
| 3Y | +77.8% | +70.8% | +7.0% | -24.2% |
| 5Y | +2.7% | +49.2% | -46.5% | -44.5% |
| All | +117.1% | +139.2% | -22.0% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling