+67.2%
AEP vs AJG
+74.4%
-7.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -0.9% | -8.3% | +7.3% | +1.1% |
| 30D | -1.1% | -5.7% | +4.6% | +0.2% |
| 3M | -3.3% | +9.1% | -12.4% | -5.9% |
| 6M | -4.6% | +15.2% | -19.9% | -8.8% |
| YTD | +9.4% | -6.3% | +15.7% | +10.5% |
| 1Y | +16.9% | -19.1% | +36.1% | +23.4% |
| 3Y | +76.6% | +8.2% | +68.4% | +66.9% |
| All | +67.2% | +74.4% | -7.2% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling