+17.1%
EWJ vs AAOX
-55.7%
+72.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.2% | +5.2% | -0.8% |
| 7D | +1.0% | +8.3% | -7.3% | +0.7% |
| 30D | +1.0% | -41.8% | +42.8% | +2.2% |
| 3M | +7.2% | -73.3% | +80.5% | +8.3% |
| All | +17.1% | -55.7% | +72.9% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 6mo: compounded portfolio wealth divided by compounded AAOX 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…
6mo analysis · Full analysis span regression · Available span rolling