+49.9%
EWJ vs ALM
+958.0%
-908.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.2% | -0.8% |
| 7D | +1.0% | +3.6% | -2.6% | +0.8% |
| 30D | +1.0% | +33.8% | -32.8% | -0.6% |
| 3M | +7.2% | +14.8% | -7.5% | +6.0% |
| 6M | +13.9% | -7.0% | +20.8% | +13.1% |
| YTD | +20.8% | +108.1% | -87.3% | +16.5% |
| 1Y | +26.4% | +313.8% | -287.4% | +18.6% |
| 3Y | +71.8% | +2,227.6% | -2,155.9% | +50.6% |
| 5Y | +49.9% | +956.6% | -906.8% | +33.4% |
| All | +49.9% | +958.0% | -908.1% | +33.4% |
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