+304.9%
AEM vs EWJ
+50.5%
+254.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +0.3% |
| 7D | -2.1% | +0.3% | -2.4% | -2.3% |
| 30D | +8.4% | +0.8% | +7.7% | +7.8% |
| 3M | +27.3% | +7.5% | +19.8% | +21.2% |
| 6M | -9.7% | +15.6% | -25.2% | -17.4% |
| YTD | +19.0% | +22.7% | -3.8% | +5.2% |
| 1Y | +31.5% | +26.4% | +5.1% | +14.4% |
| 3Y | +338.7% | +72.5% | +266.2% | +209.0% |
| All | +304.9% | +50.5% | +254.3% | +151.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling