+67.2%
AEP vs EWJ
+50.5%
+16.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.5% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | -1.1% | +0.8% | -1.8% | -1.2% |
| 3M | -3.3% | +7.5% | -10.8% | -4.6% |
| 6M | -4.6% | +15.6% | -20.2% | -7.4% |
| YTD | +9.4% | +22.7% | -13.3% | +5.0% |
| 1Y | +16.9% | +26.4% | -9.5% | +11.4% |
| 3Y | +76.6% | +72.5% | +4.1% | +53.1% |
| All | +67.2% | +50.5% | +16.6% | +33.3% |
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 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