+72.5%
EWJ vs AJG
+8.2%
+64.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.2% |
| 7D | +0.3% | -8.3% | +8.6% | +0.3% |
| 30D | +0.8% | -5.7% | +6.5% | +0.8% |
| 3M | +7.5% | +9.1% | -1.6% | +6.9% |
| 6M | +15.6% | +15.2% | +0.4% | +14.5% |
| YTD | +22.7% | -6.3% | +29.0% | +24.5% |
| 1Y | +26.4% | -19.1% | +45.5% | +31.1% |
| 3Y | +72.5% | +8.2% | +64.3% | +65.6% |
| All | +72.5% | +8.2% | +64.3% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling