+96.4%
AGG vs EWJ
+291.0%
-194.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -0.9% | -1.5% | +0.6% | -0.9% |
| 30D | -1.0% | +0.2% | -1.1% | -1.0% |
| 3M | -1.3% | +8.6% | -9.9% | -1.4% |
| 6M | -2.1% | +12.1% | -14.2% | -2.2% |
| YTD | -1.2% | +20.1% | -21.3% | -1.5% |
| 1Y | -0.5% | +25.2% | -25.7% | -0.8% |
| 3Y | +12.4% | +70.8% | -58.3% | +11.7% |
| 5Y | -2.4% | +49.2% | -51.6% | -3.2% |
| 10Y | +14.3% | +138.6% | -124.3% | +13.5% |
| All | +96.4% | +291.0% | -194.6% | +94.8% |
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