+50.2%
EWJ vs ALM
+456.2%
-406.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -1.9% | -7.2% | +5.3% | -1.5% |
| 30D | -5.3% | -26.4% | +21.0% | -3.9% |
| 3M | -4.3% | -38.6% | +34.3% | -2.2% |
| 6M | +0.4% | -61.0% | +61.4% | +4.3% |
| YTD | +14.7% | -7.4% | +22.1% | +15.1% |
| 1Y | +14.7% | +14.0% | +0.8% | +14.1% |
| 3Y | +66.2% | +844.4% | -778.3% | +52.4% |
| 5Y | +50.2% | +410.8% | -360.6% | +39.5% |
| All | +50.2% | +456.2% | -406.1% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 5y: compounded portfolio wealth divided by compounded ALM 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…
5y analysis · Full analysis span regression · 6 months rolling