+75.2%
AJG vs EME
+575.5%
-500.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.4% |
| 7D | -8.3% | +3.5% | -11.8% | -8.4% |
| 30D | -5.7% | -6.3% | +0.7% | -5.4% |
| 3M | +9.1% | -3.8% | +12.8% | +9.3% |
| 6M | +15.2% | +8.5% | +6.7% | +13.3% |
| YTD | -6.3% | +27.8% | -34.1% | -10.5% |
| 1Y | -19.1% | +22.2% | -41.3% | -23.0% |
| 3Y | +8.2% | +253.5% | -245.2% | -25.3% |
| All | +75.2% | +575.5% | -500.3% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 5y: compounded portfolio wealth divided by compounded EME 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…
5y analysis · Full analysis span regression · 6 months rolling