+352.8%
APH vs EWJ
+51.7%
+301.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.9% |
| 7D | +0.2% | +2.9% | -2.7% | -2.3% |
| 30D | -3.3% | +1.1% | -4.4% | -4.2% |
| 3M | +14.0% | +7.1% | +6.9% | +7.6% |
| 6M | +24.4% | +16.2% | +8.2% | +9.3% |
| YTD | +21.4% | +22.0% | -0.6% | +2.5% |
| 1Y | +48.9% | +26.2% | +22.7% | +22.0% |
| 3Y | +290.1% | +73.5% | +216.6% | +138.0% |
| 5Y | +352.8% | +52.7% | +300.1% | +201.6% |
| All | +352.8% | +51.7% | +301.1% | +201.6% |
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