+164.3%
EWY vs AJG
-12.9%
+177.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +3.7% |
| 7D | +4.8% | -1.8% | +6.6% | +3.7% |
| 30D | +11.7% | +4.6% | +7.0% | +14.9% |
| 3M | -7.4% | +24.9% | -32.3% | +4.6% |
| 6M | +40.6% | +17.2% | +23.4% | +57.1% |
| YTD | +94.3% | +2.2% | +92.1% | +108.9% |
| 1Y | +164.3% | -11.5% | +175.8% | +173.9% |
| All | +164.3% | -12.9% | +177.2% | +173.9% |
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 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