+15.0%
EEM vs AJG
+19.3%
-4.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +2.3% |
| 7D | -3.0% | +10.7% | -13.7% | -0.2% |
| 30D | -10.3% | +26.9% | -37.3% | -4.2% |
| 3M | -6.6% | +16.6% | -23.2% | -2.2% |
| 6M | -3.4% | +40.1% | -43.5% | +5.3% |
| YTD | +13.2% | +12.4% | +0.8% | +21.4% |
| 1Y | +15.0% | +15.9% | -0.9% | +23.9% |
| All | +15.0% | +19.3% | -4.3% | +23.9% |
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 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