+39.2%
AEM vs EWJ
+31.1%
+8.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.6% |
| 7D | -0.5% | +2.5% | -3.0% | -3.1% |
| 30D | +24.0% | +3.3% | +20.7% | +19.7% |
| 3M | +16.1% | +5.0% | +11.1% | +10.2% |
| 6M | -11.6% | +11.5% | -23.2% | -21.1% |
| YTD | +21.5% | +22.4% | -0.8% | +2.2% |
| 1Y | +39.2% | +30.2% | +9.0% | +15.0% |
| All | +39.2% | +31.1% | +8.0% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling