+352.5%
AAOI vs AJG
-12.9%
+365.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +3.3% |
| 7D | -0.7% | -1.8% | +1.2% | -2.7% |
| 30D | -17.9% | +4.6% | -22.6% | -12.0% |
| 3M | -48.0% | +24.9% | -72.9% | -31.9% |
| 6M | +5.8% | +17.2% | -11.4% | +35.8% |
| YTD | +202.7% | +2.2% | +200.6% | +247.0% |
| 1Y | +352.5% | -11.5% | +364.0% | +313.8% |
| All | +352.5% | -12.9% | +365.4% | +313.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling