+18.7%
AEM vs AJG
+19.3%
-0.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +5.5% | +4.2% | +10.7% |
| 7D | +0.2% | +10.7% | -10.6% | +2.3% |
| 30D | +0.1% | +26.9% | -26.8% | +5.2% |
| 3M | +22.1% | +16.6% | +5.5% | +26.1% |
| 6M | +2.4% | +40.1% | -37.7% | +12.9% |
| YTD | +8.9% | +12.4% | -3.5% | +17.2% |
| 1Y | +18.7% | +15.9% | +2.8% | +25.3% |
| All | +18.7% | +19.3% | -0.6% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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