+303.5%
EWY vs AJG
+473.1%
-169.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.5% | +3.6% |
| 7D | -0.1% | -8.3% | +8.2% | +2.4% |
| 30D | +7.3% | -5.7% | +13.0% | +8.9% |
| 3M | -5.1% | +9.1% | -14.2% | -9.8% |
| 6M | +42.1% | +15.2% | +26.8% | +31.2% |
| YTD | +94.1% | -6.3% | +100.4% | +93.5% |
| 1Y | +147.8% | -19.1% | +166.9% | +162.0% |
| 3Y | +222.9% | +8.2% | +214.7% | +184.0% |
| 5Y | +150.6% | +75.6% | +75.0% | +62.8% |
| All | +303.5% | +473.1% | -169.6% | +51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling