-20.9%
AA vs AJG
+12.8%
-33.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.9% |
| 7D | -5.4% | -8.5% | +3.1% | -8.5% |
| 30D | -10.7% | -3.8% | -6.9% | -12.0% |
| 3M | -26.2% | +10.8% | -37.0% | -22.8% |
| 6M | -20.9% | +15.6% | -36.6% | -13.8% |
| All | -20.9% | +12.8% | -33.7% | -13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling