-64.8%
AAL vs AJG
+473.1%
-537.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.5% | +2.0% |
| 7D | -0.9% | -8.3% | +7.4% | +4.7% |
| 30D | -12.9% | -5.7% | -7.2% | -9.9% |
| 3M | -11.2% | +9.1% | -20.3% | -17.8% |
| 6M | +17.8% | +15.2% | +2.6% | +3.6% |
| YTD | -15.1% | -6.3% | -8.8% | -14.2% |
| 1Y | +0.5% | -19.1% | +19.6% | +12.5% |
| 3Y | -7.7% | +8.2% | -15.9% | -23.0% |
| 5Y | -31.3% | +75.6% | -107.0% | -64.1% |
| All | -64.8% | +473.1% | -537.9% | -92.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling