+338.7%
AEM vs AJG
+8.2%
+330.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +1.8% |
| 7D | -2.1% | -8.3% | +6.1% | -2.3% |
| 30D | +8.4% | -5.7% | +14.1% | +8.3% |
| 3M | +27.3% | +9.1% | +18.2% | +27.6% |
| 6M | -9.7% | +15.2% | -24.9% | -9.4% |
| YTD | +19.0% | -6.3% | +25.2% | +21.5% |
| 1Y | +31.5% | -19.1% | +50.6% | +37.6% |
| 3Y | +338.7% | +8.2% | +330.5% | +344.9% |
| All | +338.7% | +8.2% | +330.5% | +344.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling