-27.8%
AAL vs EWJ
+194.4%
-222.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.8% |
| 7D | -3.7% | +2.5% | -6.3% | -6.4% |
| 30D | -20.8% | +3.3% | -24.1% | -23.7% |
| 3M | -1.3% | +5.0% | -6.3% | -6.8% |
| 6M | +5.4% | +11.5% | -6.2% | -6.5% |
| YTD | -14.4% | +22.4% | -36.7% | -31.7% |
| 1Y | +2.1% | +30.2% | -28.1% | -24.3% |
| 3Y | -10.6% | +72.8% | -83.4% | -52.1% |
| 5Y | -32.2% | +54.1% | -86.3% | -58.2% |
| 10Y | -62.7% | +140.6% | -203.3% | -84.9% |
| All | -27.8% | +194.4% | -222.2% | -75.5% |
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