+76.6%
AEP vs EWJ
+73.0%
+3.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.2% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | -1.1% | +0.8% | -1.8% | -1.1% |
| 3M | -3.3% | +7.5% | -10.8% | -3.8% |
| 6M | -4.6% | +15.6% | -20.2% | -6.0% |
| YTD | +9.4% | +22.7% | -13.3% | +7.3% |
| 1Y | +16.9% | +26.4% | -9.5% | +14.4% |
| 3Y | +76.6% | +72.5% | +4.1% | +55.9% |
| All | +76.6% | +73.0% | +3.6% | +55.9% |
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