+42.1%
EWY vs AJG
+12.4%
+29.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.5% | +2.2% |
| 7D | -0.1% | -8.3% | +8.2% | -7.3% |
| 30D | +7.3% | -5.7% | +13.0% | +2.3% |
| 3M | -5.1% | +9.1% | -14.2% | +4.6% |
| 6M | +42.1% | +15.2% | +26.8% | +60.0% |
| All | +42.1% | +12.4% | +29.6% | +60.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling