+278.8%
AA vs AJG
+11,290.2%
-11,011.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.6% |
| 7D | -5.4% | -8.5% | +3.1% | -2.0% |
| 30D | -10.7% | -3.8% | -6.9% | -9.6% |
| 3M | -26.2% | +10.8% | -37.0% | -30.2% |
| 6M | -20.9% | +15.6% | -36.6% | -27.2% |
| YTD | -8.6% | -5.1% | -3.5% | -9.6% |
| 1Y | +57.4% | -16.0% | +73.4% | +62.8% |
| 3Y | +77.8% | +9.7% | +68.1% | +59.3% |
| 5Y | +2.7% | +77.8% | -75.1% | -25.7% |
| 10Y | +121.2% | +478.2% | -357.0% | +3.2% |
| All | +278.8% | +11,290.2% | -11,011.4% | -15.8% |
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 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