+141.9%
EWJ vs AGI
+392.3%
-250.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | +0.3% | -2.7% | +3.0% | +0.5% |
| 30D | +0.8% | +7.2% | -6.5% | +0.2% |
| 3M | +7.5% | +4.3% | +3.2% | +6.9% |
| 6M | +15.6% | -27.1% | +42.7% | +17.6% |
| YTD | +22.7% | -6.6% | +29.3% | +22.7% |
| 1Y | +26.4% | +9.5% | +16.9% | +24.9% |
| 3Y | +72.5% | +208.4% | -135.9% | +60.1% |
| 5Y | +52.4% | +401.6% | -349.2% | +37.9% |
| All | +141.9% | +392.3% | -250.5% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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