+31.5%
AEM vs AJG
-17.2%
+48.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +1.6% |
| 7D | -2.1% | -8.3% | +6.1% | -4.2% |
| 30D | +8.4% | -5.7% | +14.1% | +6.8% |
| 3M | +27.3% | +9.1% | +18.2% | +32.0% |
| 6M | -9.7% | +15.2% | -24.9% | -4.3% |
| YTD | +19.0% | -6.3% | +25.2% | +21.4% |
| 1Y | +31.5% | -19.1% | +50.6% | +27.0% |
| All | +31.5% | -17.2% | +48.7% | +27.0% |
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