+154.7%
EWJ vs AME
+11,740.1%
-11,585.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.9% | +2.8% | +0.1% | +1.9% |
| 30D | +1.1% | -6.3% | +7.4% | +3.4% |
| 3M | +7.1% | +5.4% | +1.7% | +5.1% |
| 6M | +16.2% | +7.4% | +8.7% | +13.2% |
| YTD | +22.0% | +16.2% | +5.8% | +15.5% |
| 1Y | +26.2% | +26.8% | -0.6% | +15.7% |
| 3Y | +73.5% | +57.5% | +16.0% | +46.0% |
| 5Y | +52.7% | +84.8% | -32.1% | +20.7% |
| 10Y | +138.5% | +424.3% | -285.8% | +28.3% |
| All | +154.7% | +11,740.1% | -11,585.4% | -34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling