+18.2%
EWJ vs AJG
+19.3%
-1.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.1% | +2.2% |
| 7D | -1.2% | +10.7% | -11.9% | +0.5% |
| 30D | -5.5% | +26.9% | -32.4% | -1.6% |
| 3M | -0.8% | +16.6% | -17.4% | +2.0% |
| 6M | +7.1% | +40.1% | -33.0% | +13.2% |
| YTD | +16.9% | +12.4% | +4.4% | +24.3% |
| 1Y | +18.2% | +15.9% | +2.3% | +25.3% |
| All | +18.2% | +19.3% | -1.1% | +25.3% |
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 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