+138.6%
EWJ vs AME
+11,974.3%
-11,835.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +4.0% | +5.9% | -1.9% | +1.9% |
| 30D | -4.3% | -1.9% | -2.3% | -3.7% |
| 3M | -6.8% | -5.4% | -1.4% | -5.2% |
| 6M | -0.9% | +4.9% | -5.8% | -2.8% |
| YTD | +14.3% | +18.5% | -4.2% | +7.3% |
| 1Y | +15.3% | +25.5% | -10.2% | +6.1% |
| 3Y | +65.6% | +63.0% | +2.6% | +37.6% |
| 5Y | +47.5% | +78.3% | -30.8% | +17.9% |
| 10Y | +126.2% | +447.1% | -320.9% | +19.9% |
| All | +138.6% | +11,974.3% | -11,835.7% | -38.9% |
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