+288.4%
EWJ vs AEE
+822.6%
-534.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | +2.9% | +1.3% | +1.6% | +2.4% |
| 30D | +1.1% | -1.2% | +2.3% | +1.5% |
| 3M | +7.1% | +1.0% | +6.1% | +6.4% |
| 6M | +16.2% | -2.3% | +18.5% | +16.5% |
| YTD | +22.0% | +9.1% | +12.9% | +17.5% |
| 1Y | +26.2% | +10.6% | +15.6% | +20.8% |
| 3Y | +73.5% | +48.5% | +25.0% | +47.0% |
| 5Y | +52.7% | +39.9% | +12.8% | +30.6% |
| 10Y | +138.5% | +185.7% | -47.2% | +45.3% |
| All | +288.4% | +822.6% | -534.2% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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