+33.4%
AG vs EWJ
+18.0%
+15.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.4% | +7.8% | +6.7% |
| 7D | -2.6% | -1.2% | -1.4% | -0.2% |
| 30D | -12.1% | -5.5% | -6.6% | -2.5% |
| 3M | -6.6% | -0.8% | -5.8% | -4.9% |
| 6M | -20.5% | +7.1% | -27.5% | -27.7% |
| YTD | -7.4% | +16.9% | -24.3% | -22.7% |
| 1Y | +33.4% | +18.2% | +15.2% | +9.6% |
| All | +33.4% | +18.0% | +15.4% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling