+83.3%
IEMG vs AJG
+8.2%
+75.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.1% |
| 7D | -1.3% | -8.3% | +7.0% | -1.8% |
| 30D | +1.9% | -5.7% | +7.6% | +1.5% |
| 3M | +1.4% | +9.1% | -7.7% | +1.4% |
| 6M | +15.2% | +15.2% | 0.0% | +15.1% |
| YTD | +23.8% | -6.3% | +30.1% | +25.1% |
| 1Y | +30.7% | -19.1% | +49.8% | +34.0% |
| 3Y | +83.3% | +8.2% | +75.1% | +78.4% |
| All | +83.3% | +8.2% | +75.1% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling