+141.9%
EWJ vs AME
+445.1%
-303.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.1% | +0.8% |
| 7D | +0.3% | +1.7% | -1.5% | -0.4% |
| 30D | +0.8% | -6.4% | +7.2% | +3.5% |
| 3M | +7.5% | +7.1% | +0.4% | +4.4% |
| 6M | +15.6% | +8.2% | +7.4% | +11.7% |
| YTD | +22.7% | +18.2% | +4.6% | +14.4% |
| 1Y | +26.4% | +26.7% | -0.3% | +14.2% |
| 3Y | +72.5% | +60.7% | +11.8% | +39.5% |
| 5Y | +52.4% | +91.6% | -39.1% | +13.5% |
| All | +141.9% | +445.1% | -303.2% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling