+135.2%
AAOI vs AJG
+13.5%
+121.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.6% | -0.2% | +15.8% | +15.3% |
| 7D | -5.8% | -2.2% | -3.5% | -8.2% |
| 30D | -44.5% | +20.6% | -65.1% | -27.6% |
| 3M | -58.4% | +11.5% | -70.0% | -49.3% |
| 6M | -69.8% | +42.9% | -112.7% | -53.3% |
| YTD | +60.2% | +10.0% | +50.3% | +120.3% |
| 1Y | +135.2% | +11.9% | +123.3% | +228.3% |
| All | +135.2% | +13.5% | +121.7% | +228.3% |
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 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