+54.2%
EWZ vs AJG
+79.0%
-24.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.7% | +1.1% |
| 7D | +0.8% | +0.5% | +0.3% | +0.7% |
| 30D | -24.4% | +19.4% | -43.7% | -26.4% |
| 3M | -4.6% | +11.9% | -16.5% | -6.3% |
| 6M | -11.6% | +48.3% | -59.8% | -18.1% |
| YTD | +2.4% | +10.3% | -7.9% | +0.5% |
| 1Y | +2.1% | +11.5% | -9.4% | -0.1% |
| 3Y | +18.7% | +17.5% | +1.2% | +10.8% |
| All | +54.2% | +79.0% | -24.9% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling