+141.9%
EWJ vs AEIS
+562.2%
-420.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +1.2% |
| 7D | +0.3% | +2.3% | -2.0% | -0.2% |
| 30D | +0.8% | -14.8% | +15.6% | +3.9% |
| 3M | +7.5% | -15.6% | +23.1% | +9.8% |
| 6M | +15.6% | -8.7% | +24.3% | +15.1% |
| YTD | +22.7% | +37.3% | -14.6% | +11.6% |
| 1Y | +26.4% | +80.3% | -53.9% | +7.7% |
| 3Y | +72.5% | +177.9% | -105.4% | +30.5% |
| 5Y | +52.4% | +235.8% | -183.4% | +8.6% |
| All | +141.9% | +562.2% | -420.3% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling