+59.0%
AA vs EWJ
+138.9%
-79.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.8% |
| 7D | +5.3% | +3.6% | +1.6% | +2.2% |
| 30D | -2.3% | -6.0% | +3.8% | +3.4% |
| 3M | -20.8% | -6.5% | -14.4% | -15.9% |
| 6M | -39.8% | -0.1% | -39.7% | -39.5% |
| YTD | -23.3% | +13.9% | -37.2% | -31.5% |
| 1Y | +1.8% | +13.1% | -11.3% | -8.5% |
| 3Y | +69.5% | +65.0% | +4.5% | +10.8% |
| 5Y | -18.0% | +47.0% | -65.0% | -39.2% |
| 10Y | +45.7% | +125.5% | -79.8% | -16.6% |
| All | +59.0% | +138.9% | -79.8% | -25.8% |
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