+330.6%
AEM vs EWJ
+69.3%
+261.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.5% |
| 7D | -5.0% | -1.5% | -3.6% | -4.0% |
| 30D | +8.5% | +0.2% | +8.3% | +8.3% |
| 3M | +29.3% | +8.6% | +20.7% | +22.3% |
| 6M | -12.9% | +12.1% | -25.1% | -18.8% |
| YTD | +16.8% | +20.1% | -3.3% | +5.5% |
| 1Y | +29.8% | +25.2% | +4.7% | +15.0% |
| All | +330.6% | +69.3% | +261.4% | +212.3% |
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