+58.8%
EWJ vs AUR
-36.7%
+95.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.4% |
| 7D | -1.5% | +0.2% | -1.6% | -1.5% |
| 30D | +0.2% | -8.9% | +9.1% | +0.7% |
| 3M | +8.6% | +4.6% | +4.0% | +8.0% |
| 6M | +12.1% | +44.9% | -32.7% | +8.9% |
| YTD | +20.1% | +64.8% | -44.7% | +15.5% |
| 1Y | +25.2% | +16.4% | +8.8% | +22.6% |
| 3Y | +70.8% | +85.1% | -14.3% | +56.7% |
| 5Y | +49.2% | -36.1% | +85.3% | +35.2% |
| All | +58.8% | -36.7% | +95.5% | +44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling