+3,448.7%
AEM vs AJG
+11,290.2%
-7,841.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.9% |
| 7D | -5.0% | -8.5% | +3.5% | -4.4% |
| 30D | +8.5% | -3.8% | +12.2% | +8.8% |
| 3M | +29.3% | +10.8% | +18.5% | +28.1% |
| 6M | -12.9% | +15.6% | -28.5% | -14.2% |
| YTD | +16.8% | -5.1% | +21.9% | +16.8% |
| 1Y | +29.8% | -16.0% | +45.9% | +31.1% |
| 3Y | +336.7% | +9.7% | +327.0% | +330.8% |
| 5Y | +299.9% | +77.8% | +222.1% | +278.5% |
| 10Y | +362.2% | +478.2% | -116.0% | +300.6% |
| All | +3,448.7% | +11,290.2% | -7,841.4% | +2,586.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling