+156.3%
EWJ vs AJG
+6,108.3%
-5,952.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.5% |
| 7D | +0.3% | -8.3% | +8.6% | +2.4% |
| 30D | +0.8% | -5.7% | +6.5% | +2.1% |
| 3M | +7.5% | +9.1% | -1.6% | +4.5% |
| 6M | +15.6% | +15.2% | +0.4% | +10.4% |
| YTD | +22.7% | -6.3% | +29.0% | +23.0% |
| 1Y | +26.4% | -19.1% | +45.5% | +31.2% |
| 3Y | +72.5% | +8.2% | +64.3% | +64.2% |
| 5Y | +52.4% | +75.6% | -23.2% | +26.8% |
| 10Y | +143.8% | +471.1% | -327.3% | +49.4% |
| All | +156.3% | +6,108.3% | -5,952.0% | -4.9% |
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