+3,895.5%
EMR vs AJG
+11,150.2%
-7,254.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.0% |
| 7D | -0.4% | -8.3% | +7.9% | +2.6% |
| 30D | -6.8% | -5.7% | -1.1% | -5.0% |
| 3M | +7.5% | +9.1% | -1.6% | +3.2% |
| 6M | +9.9% | +15.2% | -5.4% | +2.7% |
| YTD | +16.0% | -6.3% | +22.3% | +16.4% |
| 1Y | +12.4% | -19.1% | +31.6% | +18.7% |
| 3Y | +60.2% | +8.2% | +52.0% | +49.4% |
| 5Y | +67.9% | +75.6% | -7.8% | +30.1% |
| 10Y | +282.0% | +471.1% | -189.1% | +99.8% |
| All | +3,895.5% | +11,150.2% | -7,254.7% | +1,000.2% |
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