+152.2%
EWJ vs AIG
-70.6%
+222.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.0% |
| 7D | +1.0% | -1.4% | +2.4% | +1.2% |
| 30D | +1.0% | -3.3% | +4.3% | +1.5% |
| 3M | +7.2% | +2.2% | +5.1% | +6.8% |
| 6M | +13.9% | -2.1% | +16.0% | +14.0% |
| YTD | +20.8% | -11.2% | +32.0% | +22.5% |
| 1Y | +26.4% | -2.1% | +28.5% | +26.2% |
| 3Y | +71.8% | +34.4% | +37.4% | +63.1% |
| 5Y | +49.9% | +53.7% | -3.8% | +38.4% |
| 10Y | +140.0% | +64.4% | +75.6% | +111.4% |
| All | +152.2% | -70.6% | +222.8% | +106.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling