+72.5%
EWJ vs AGI
+206.1%
-133.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | +0.3% | -2.7% | +3.0% | +0.7% |
| 30D | +0.8% | +7.2% | -6.5% | -0.4% |
| 3M | +7.5% | +4.3% | +3.2% | +6.2% |
| 6M | +15.6% | -27.1% | +42.7% | +19.7% |
| YTD | +22.7% | -6.6% | +29.3% | +22.4% |
| 1Y | +26.4% | +9.5% | +16.9% | +22.8% |
| 3Y | +72.5% | +208.4% | -135.9% | +43.1% |
| All | +72.5% | +206.1% | -133.6% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling