+12.8%
IEFA vs AJG
+16.2%
-3.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -1.7% | +7.4% | -9.1% | -1.3% |
| 30D | -1.8% | +25.3% | -27.1% | -0.3% |
| 3M | -4.5% | +15.1% | -19.6% | -3.6% |
| 6M | +1.8% | +40.8% | -39.1% | +4.1% |
| YTD | +8.5% | +12.3% | -3.8% | +11.5% |
| 1Y | +12.8% | +17.5% | -4.7% | +15.3% |
| All | +12.8% | +16.2% | -3.4% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling