-29.4%
AAL vs AJG
+1,430.3%
-1,459.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -0.9% | -8.5% | +7.6% | +6.7% |
| 30D | -16.0% | -3.8% | -12.2% | -13.7% |
| 3M | -4.2% | +10.8% | -15.1% | -14.5% |
| 6M | +15.7% | +15.6% | +0.1% | -2.4% |
| YTD | -16.2% | -5.1% | -11.0% | -16.8% |
| 1Y | +0.2% | -16.0% | +16.3% | +9.5% |
| 3Y | -8.1% | +9.7% | -17.8% | -26.8% |
| 5Y | -32.2% | +77.8% | -110.0% | -67.5% |
| 10Y | -65.4% | +478.2% | -543.6% | -95.2% |
| All | -29.4% | +1,430.3% | -1,459.7% | -96.5% |
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