+1,379.4%
AEM vs EWJ
+153.3%
+1,226.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.7% |
| 7D | +3.0% | +1.0% | +2.0% | +2.6% |
| 30D | +12.5% | +1.0% | +11.5% | +12.1% |
| 3M | +26.9% | +7.2% | +19.7% | +23.8% |
| 6M | -9.4% | +13.9% | -23.3% | -13.4% |
| YTD | +20.3% | +20.8% | -0.5% | +12.7% |
| 1Y | +33.8% | +26.4% | +7.4% | +23.3% |
| 3Y | +349.8% | +71.8% | +278.1% | +268.0% |
| 5Y | +301.0% | +49.9% | +251.1% | +243.2% |
| 10Y | +376.1% | +140.0% | +236.1% | +237.7% |
| All | +1,379.4% | +153.3% | +1,226.1% | +719.4% |
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 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