+39.2%
AEM vs AJG
-12.9%
+52.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.5% |
| 7D | -0.5% | -1.8% | +1.3% | -1.0% |
| 30D | +24.0% | +4.6% | +19.4% | +25.5% |
| 3M | +16.1% | +24.9% | -8.8% | +24.7% |
| 6M | -11.6% | +17.2% | -28.8% | -5.8% |
| YTD | +21.5% | +2.2% | +19.4% | +26.8% |
| 1Y | +39.2% | -11.5% | +50.7% | +39.4% |
| All | +39.2% | -12.9% | +52.1% | +39.4% |
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