-11.6%
EWZ vs AJG
+46.1%
-57.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.7% | +1.5% |
| 7D | +0.8% | +0.5% | +0.3% | +0.8% |
| 30D | -24.4% | +19.4% | -43.7% | -23.1% |
| 3M | -4.6% | +11.9% | -16.5% | -3.6% |
| 6M | -11.6% | +48.3% | -59.8% | -16.1% |
| All | -11.6% | +46.1% | -57.7% | -16.1% |
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 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