+451.1%
AG vs EWJ
+156.7%
+294.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.9% |
| 7D | -0.1% | +1.0% | -1.1% | -1.0% |
| 30D | +12.5% | +1.0% | +11.5% | +11.5% |
| 3M | +28.2% | +7.2% | +20.9% | +21.6% |
| 6M | -18.8% | +13.9% | -32.7% | -25.9% |
| YTD | +27.4% | +20.8% | +6.6% | +11.9% |
| 1Y | +132.2% | +26.4% | +105.8% | +97.5% |
| 3Y | +286.9% | +71.8% | +215.1% | +159.2% |
| 5Y | +72.8% | +49.9% | +22.9% | +29.0% |
| 10Y | +74.6% | +140.0% | -65.4% | -10.5% |
| All | +451.1% | +156.7% | +294.4% | +165.3% |
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 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