+388.2%
EFA vs AJG
+1,731.6%
-1,343.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | -1.5% | -8.3% | +6.7% | +1.7% |
| 30D | -1.7% | -5.7% | +4.0% | +0.3% |
| 3M | +3.5% | +9.1% | -5.6% | -0.8% |
| 6M | +9.5% | +15.2% | -5.7% | +2.1% |
| YTD | +12.9% | -6.3% | +19.2% | +13.3% |
| 1Y | +18.2% | -19.1% | +37.3% | +25.3% |
| 3Y | +64.8% | +8.2% | +56.6% | +52.1% |
| 5Y | +53.9% | +75.6% | -21.7% | +14.5% |
| 10Y | +144.8% | +471.1% | -326.4% | +10.3% |
| All | +388.2% | +1,731.6% | -1,343.4% | +48.3% |
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