+41.6%
AA vs EWJ
+126.4%
-84.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.2% |
| 7D | +0.5% | +4.0% | -3.5% | -4.8% |
| 30D | -0.6% | -4.3% | +3.7% | +5.8% |
| 3M | -19.7% | -6.8% | -12.8% | -11.3% |
| 6M | -41.6% | -0.9% | -40.7% | -41.0% |
| YTD | -24.6% | +14.3% | -38.9% | -39.4% |
| 1Y | +4.9% | +15.3% | -10.4% | -16.9% |
| 3Y | +66.8% | +65.6% | +1.2% | -26.7% |
| 5Y | -19.4% | +47.5% | -66.9% | -56.5% |
| All | +41.6% | +126.4% | -84.8% | -55.9% |
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