+1,065.2%
AEP vs EWJ
+155.8%
+909.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.8% |
| 7D | +2.0% | +2.9% | -0.9% | +1.2% |
| 30D | +0.5% | +1.1% | -0.6% | +0.2% |
| 3M | -0.3% | +7.1% | -7.4% | -2.6% |
| 6M | -3.5% | +16.2% | -19.7% | -8.1% |
| YTD | +11.3% | +22.0% | -10.7% | +4.2% |
| 1Y | +20.2% | +26.2% | -6.0% | +11.4% |
| 3Y | +79.8% | +73.5% | +6.3% | +49.5% |
| 5Y | +65.6% | +52.7% | +12.9% | +42.1% |
| 10Y | +169.3% | +138.5% | +30.8% | +99.7% |
| All | +1,065.2% | +155.8% | +909.4% | +637.5% |
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