+64.6%
EWZ vs AJG
+75.6%
-11.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +1.1% | -8.5% | +9.6% | +2.6% |
| 30D | +13.5% | -3.8% | +17.2% | +14.1% |
| 3M | +15.2% | +10.8% | +4.4% | +12.4% |
| 6M | +3.7% | +15.6% | -11.9% | +0.2% |
| YTD | +22.5% | -5.1% | +27.7% | +23.1% |
| 1Y | +35.3% | -16.0% | +51.3% | +40.0% |
| 3Y | +50.2% | +9.7% | +40.5% | +39.0% |
| 5Y | +64.6% | +77.8% | -13.3% | +17.0% |
| All | +64.6% | +75.6% | -11.0% | +17.0% |
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 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