+1,981.4%
AON vs EWJ
+153.3%
+1,828.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.2% |
| 7D | -7.9% | +1.0% | -8.9% | -8.3% |
| 30D | -14.6% | +1.0% | -15.6% | -15.0% |
| 3M | -7.9% | +7.2% | -15.1% | -10.8% |
| 6M | -8.0% | +13.9% | -21.9% | -13.3% |
| YTD | -13.2% | +20.8% | -34.0% | -20.3% |
| 1Y | -16.4% | +26.4% | -42.8% | -24.7% |
| 3Y | -6.7% | +71.8% | -78.4% | -26.4% |
| 5Y | +8.0% | +49.9% | -41.9% | -10.5% |
| 10Y | +205.6% | +140.0% | +65.6% | +112.4% |
| All | +1,981.4% | +153.3% | +1,828.1% | +1,108.4% |
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