+154.7%
EWJ vs AEIS
+3,471.7%
-3,316.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.7% |
| 7D | +2.9% | +8.1% | -5.3% | +1.8% |
| 30D | +1.1% | -11.1% | +12.2% | +2.5% |
| 3M | +7.1% | -5.6% | +12.8% | +7.1% |
| 6M | +16.2% | -0.6% | +16.8% | +14.9% |
| YTD | +22.0% | +38.0% | -16.0% | +15.3% |
| 1Y | +26.2% | +87.2% | -61.0% | +14.2% |
| 3Y | +73.5% | +179.7% | -106.2% | +47.1% |
| 5Y | +52.7% | +241.7% | -189.1% | +24.9% |
| 10Y | +138.5% | +547.2% | -408.7% | +72.6% |
| All | +154.7% | +3,471.7% | -3,316.9% | +38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling