+61.6%
AG vs EWJ
+144.4%
-82.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -5.1% |
| 7D | -6.7% | +0.3% | -7.0% | -7.1% |
| 30D | +2.2% | +0.8% | +1.4% | +1.3% |
| 3M | +15.7% | +7.5% | +8.2% | +8.1% |
| 6M | -23.8% | +15.6% | -39.4% | -32.7% |
| YTD | +17.6% | +22.7% | -5.1% | -0.4% |
| 1Y | +88.6% | +26.4% | +62.2% | +56.0% |
| 3Y | +253.4% | +72.5% | +180.9% | +124.0% |
| 5Y | +62.4% | +52.4% | +10.0% | +10.8% |
| All | +61.6% | +144.4% | -82.8% | -28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling