+56.2%
AA vs EWJ
+139.6%
-83.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.0% |
| 7D | +0.5% | +4.0% | -3.5% | -2.7% |
| 30D | -0.6% | -4.3% | +3.7% | +3.4% |
| 3M | -19.7% | -6.8% | -12.8% | -14.4% |
| 6M | -41.6% | -0.9% | -40.7% | -40.9% |
| YTD | -24.6% | +14.3% | -38.9% | -32.9% |
| 1Y | +4.9% | +15.3% | -10.4% | -7.4% |
| 3Y | +66.8% | +65.6% | +1.2% | +8.7% |
| 5Y | -19.4% | +47.5% | -66.9% | -40.4% |
| 10Y | +43.1% | +126.2% | -83.1% | -18.3% |
| All | +56.2% | +139.6% | -83.4% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling