+72.5%
EWJ vs AIG
+33.9%
+38.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | +0.3% | -1.2% | +1.4% | +0.5% |
| 30D | +0.8% | -1.1% | +1.9% | +1.0% |
| 3M | +7.5% | +0.7% | +6.8% | +7.0% |
| 6M | +15.6% | -2.2% | +17.8% | +15.7% |
| YTD | +22.7% | -10.8% | +33.6% | +25.9% |
| 1Y | +26.4% | -2.0% | +28.4% | +25.6% |
| 3Y | +72.5% | +34.8% | +37.7% | +50.9% |
| All | +72.5% | +33.9% | +38.6% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling