+129.1%
EMB vs AJG
+1,527.7%
-1,398.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -1.1% | -8.5% | +7.4% | -0.2% |
| 30D | -1.1% | -3.8% | +2.7% | -0.7% |
| 3M | -0.8% | +10.8% | -11.6% | -2.0% |
| 6M | -0.1% | +15.6% | -15.7% | -1.9% |
| YTD | +0.4% | -5.1% | +5.6% | +0.6% |
| 1Y | +3.3% | -16.0% | +19.3% | +4.8% |
| 3Y | +29.0% | +9.7% | +19.3% | +26.1% |
| 5Y | +6.3% | +77.8% | -71.5% | -2.4% |
| 10Y | +29.7% | +478.2% | -448.5% | +7.2% |
| All | +129.1% | +1,527.7% | -1,398.6% | +81.8% |
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