+67.3%
AG vs EWJ
+47.6%
+19.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.2% |
| 7D | -5.8% | -1.5% | -4.3% | -4.0% |
| 30D | +6.4% | +0.2% | +6.2% | +6.1% |
| 3M | +28.4% | +8.6% | +19.8% | +16.8% |
| 6M | -24.5% | +12.1% | -36.6% | -32.7% |
| YTD | +21.2% | +20.1% | +1.1% | +1.4% |
| 1Y | +114.1% | +25.2% | +88.9% | +72.0% |
| 3Y | +268.0% | +70.8% | +197.3% | +111.0% |
| 5Y | +67.3% | +49.2% | +18.2% | -2.0% |
| All | +67.3% | +47.6% | +19.7% | -2.0% |
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