+47.6%
EWJ vs AEIS
+142.3%
-94.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.2% |
| 7D | +4.0% | +11.5% | -7.5% | +1.4% |
| 30D | -4.3% | -15.8% | +11.5% | -1.5% |
| 3M | -6.8% | -33.3% | +26.5% | +0.5% |
| 6M | -0.9% | -35.2% | +34.3% | +5.8% |
| YTD | +14.3% | +5.0% | +9.2% | +7.2% |
| 1Y | +15.3% | +8.5% | +6.8% | +7.2% |
| 3Y | +65.6% | +152.9% | -87.3% | +18.7% |
| All | +47.6% | +142.3% | -94.7% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling