+38.3%
IEMG vs AJG
-12.9%
+51.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.1% | +1.3% |
| 7D | +2.2% | -1.8% | +4.1% | +1.8% |
| 30D | +4.6% | +4.6% | 0.0% | +5.8% |
| 3M | +0.4% | +24.9% | -24.5% | +5.1% |
| 6M | +16.4% | +17.2% | -0.8% | +21.2% |
| YTD | +25.4% | +2.2% | +23.3% | +29.1% |
| 1Y | +38.3% | -11.5% | +49.8% | +40.4% |
| All | +38.3% | -12.9% | +51.2% | +40.4% |
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