-7.7%
AAL vs AJG
+8.2%
-15.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.5% | +1.5% |
| 7D | -0.9% | -8.3% | +7.4% | +0.6% |
| 30D | -12.9% | -5.7% | -7.2% | -12.0% |
| 3M | -11.2% | +9.1% | -20.3% | -13.2% |
| 6M | +17.8% | +15.2% | +2.6% | +13.5% |
| YTD | -15.1% | -6.3% | -8.8% | -14.0% |
| 1Y | +0.5% | -19.1% | +19.6% | +6.8% |
| 3Y | -7.7% | +8.2% | -15.9% | -13.6% |
| All | -7.7% | +8.2% | -15.9% | -13.6% |
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