+7.3%
AON vs EWJ
+50.5%
-43.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.8% | -2.2% |
| 7D | -6.3% | +0.3% | -6.6% | -6.4% |
| 30D | -14.1% | +0.8% | -14.9% | -14.3% |
| 3M | -9.5% | +7.5% | -17.0% | -11.4% |
| 6M | -4.0% | +15.6% | -19.6% | -8.6% |
| YTD | -13.8% | +22.7% | -36.5% | -20.1% |
| 1Y | -18.3% | +26.4% | -44.7% | -25.3% |
| 3Y | -7.2% | +72.5% | -79.7% | -28.1% |
| All | +7.3% | +50.5% | -43.3% | -13.1% |
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