+131.7%
AG vs AJG
-12.9%
+144.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -2.5% |
| 7D | +1.0% | -1.8% | +2.8% | +0.3% |
| 30D | +19.2% | +4.6% | +14.5% | +20.9% |
| 3M | +6.2% | +24.9% | -18.8% | +15.6% |
| 6M | -26.7% | +17.2% | -43.9% | -19.6% |
| YTD | +26.1% | +2.2% | +24.0% | +37.4% |
| 1Y | +131.7% | -11.5% | +143.2% | +133.8% |
| All | +131.7% | -12.9% | +144.5% | +133.8% |
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