+50.4%
EWJ vs AUR
-35.1%
+85.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.1% |
| 7D | +0.3% | +1.4% | -1.1% | +0.2% |
| 30D | +0.8% | -6.4% | +7.2% | +1.1% |
| 3M | +7.5% | +7.7% | -0.2% | +6.7% |
| 6M | +15.6% | +44.5% | -28.9% | +12.3% |
| YTD | +22.7% | +67.4% | -44.7% | +18.0% |
| 1Y | +26.4% | +15.4% | +11.0% | +23.9% |
| 3Y | +72.5% | +94.8% | -22.3% | +57.8% |
| All | +50.4% | -35.1% | +85.4% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling