+197.7%
AON vs EWJ
+144.4%
+53.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.8% | -2.6% |
| 7D | -6.3% | +0.3% | -6.6% | -6.4% |
| 30D | -14.1% | +0.8% | -14.9% | -14.5% |
| 3M | -9.5% | +7.5% | -17.0% | -13.0% |
| 6M | -4.0% | +15.6% | -19.6% | -11.7% |
| YTD | -13.8% | +22.7% | -36.5% | -23.8% |
| 1Y | -18.3% | +26.4% | -44.7% | -29.1% |
| 3Y | -7.2% | +72.5% | -79.7% | -35.1% |
| 5Y | +7.3% | +52.4% | -45.1% | -19.1% |
| All | +197.7% | +144.4% | +53.2% | +60.7% |
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