-8.2%
AAL vs EWJ
+70.3%
-78.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +1.2% |
| 7D | -1.3% | +1.0% | -2.3% | -2.3% |
| 30D | -13.7% | +1.0% | -14.7% | -14.6% |
| 3M | -8.2% | +7.2% | -15.4% | -14.5% |
| 6M | +13.1% | +13.9% | -0.8% | -0.7% |
| YTD | -15.6% | +20.8% | -36.4% | -30.2% |
| 1Y | +1.4% | +26.4% | -25.0% | -20.0% |
| All | -8.2% | +70.3% | -78.4% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling