+18.2%
EWJ vs AUR
-17.4%
+35.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.4% | +5.8% | +2.0% |
| 7D | -1.2% | -19.8% | +18.7% | +1.7% |
| 30D | -5.5% | -29.0% | +23.6% | -1.1% |
| 3M | -0.8% | -43.6% | +42.8% | +6.9% |
| 6M | +7.1% | -36.6% | +43.7% | +12.5% |
| YTD | +16.9% | +6.3% | +10.6% | +13.6% |
| 1Y | +18.2% | -9.0% | +27.2% | +15.8% |
| All | +18.2% | -17.4% | +35.6% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling