+152.2%
EWJ vs AFL
+5,127.2%
-4,975.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +1.0% | -2.1% | +3.1% | +1.6% |
| 30D | +1.0% | -5.4% | +6.4% | +2.4% |
| 3M | +7.2% | -0.3% | +7.5% | +7.0% |
| 6M | +13.9% | +5.2% | +8.7% | +12.0% |
| YTD | +20.8% | +5.7% | +15.1% | +18.5% |
| 1Y | +26.4% | +10.2% | +16.2% | +22.5% |
| 3Y | +71.8% | +63.4% | +8.3% | +48.9% |
| 5Y | +49.9% | +133.0% | -83.1% | +17.6% |
| 10Y | +140.0% | +299.5% | -159.6% | +58.5% |
| All | +152.2% | +5,127.2% | -4,975.0% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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