-41.6%
AA vs EWJ
-0.5%
-41.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.1% |
| 7D | +0.5% | +4.0% | -3.5% | -3.7% |
| 30D | -0.6% | -4.3% | +3.7% | +4.3% |
| 3M | -19.7% | -6.8% | -12.8% | -13.1% |
| 6M | -41.6% | -0.9% | -40.7% | -42.4% |
| All | -41.6% | -0.5% | -41.1% | -42.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling