+142.3%
IEMG vs AJG
+804.3%
-662.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.6% |
| 7D | -1.3% | -8.3% | +7.0% | +1.6% |
| 30D | +1.9% | -5.7% | +7.6% | +3.8% |
| 3M | +1.4% | +9.1% | -7.7% | -3.1% |
| 6M | +15.2% | +15.2% | 0.0% | +7.0% |
| YTD | +23.8% | -6.3% | +30.1% | +24.2% |
| 1Y | +30.7% | -19.1% | +49.8% | +38.8% |
| 3Y | +83.3% | +8.2% | +75.1% | +64.7% |
| 5Y | +48.8% | +75.6% | -26.9% | +1.2% |
| 10Y | +142.8% | +471.1% | -328.3% | -19.8% |
| All | +142.3% | +804.3% | -662.0% | -38.5% |
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