+30.2%
EWJ vs AIG
-4.5%
+34.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | +2.5% | -0.9% | +3.4% | +2.5% |
| 30D | +3.3% | -4.9% | +8.2% | +3.5% |
| 3M | +5.0% | +4.5% | +0.5% | +4.4% |
| 6M | +11.5% | -1.4% | +13.0% | +11.5% |
| YTD | +22.4% | -9.8% | +32.2% | +23.0% |
| 1Y | +30.2% | -4.5% | +34.7% | +30.0% |
| All | +30.2% | -4.5% | +34.7% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling