+437.2%
EWZ vs AJG
+2,380.3%
-1,943.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.5% |
| 7D | +0.9% | -8.3% | +9.1% | +4.4% |
| 30D | +12.8% | -5.7% | +18.5% | +15.2% |
| 3M | +10.8% | +9.1% | +1.7% | +5.7% |
| 6M | +2.5% | +15.2% | -12.7% | -4.8% |
| YTD | +21.4% | -6.3% | +27.6% | +21.7% |
| 1Y | +32.8% | -19.1% | +51.9% | +41.1% |
| 3Y | +45.2% | +8.2% | +37.0% | +32.5% |
| 5Y | +63.0% | +75.6% | -12.7% | +17.5% |
| 10Y | +93.2% | +471.1% | -378.0% | -12.9% |
| All | +437.2% | +2,380.3% | -1,943.1% | +91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling