-65.2%
AAL vs EWJ
+139.2%
-204.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | 0.0% |
| 7D | -0.9% | -1.5% | +0.6% | +1.0% |
| 30D | -16.0% | +0.2% | -16.1% | -16.2% |
| 3M | -4.2% | +8.6% | -12.8% | -14.2% |
| 6M | +15.7% | +12.1% | +3.5% | -0.5% |
| YTD | -16.2% | +20.1% | -36.3% | -34.3% |
| 1Y | +0.2% | +25.2% | -24.9% | -26.0% |
| 3Y | -8.1% | +70.8% | -78.8% | -56.6% |
| 5Y | -32.2% | +49.2% | -81.4% | -60.5% |
| All | -65.2% | +139.2% | -204.4% | -88.4% |
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 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