-44.0%
ACHR vs EWJ
+67.3%
-111.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | -0.7% |
| 7D | -2.3% | +0.3% | -2.6% | -2.6% |
| 30D | -11.3% | +0.8% | -12.1% | -12.2% |
| 3M | +5.3% | +7.5% | -2.2% | -4.7% |
| 6M | -13.2% | +15.6% | -28.8% | -28.2% |
| YTD | -25.8% | +22.7% | -48.5% | -43.6% |
| 1Y | -34.3% | +26.4% | -60.7% | -51.5% |
| 3Y | -19.9% | +72.5% | -92.5% | -61.9% |
| 5Y | -42.7% | +52.4% | -95.1% | -71.5% |
| All | -44.0% | +67.3% | -111.3% | -73.4% |
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