+88.6%
AG vs AJG
-17.2%
+105.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -3.3% |
| 7D | -6.7% | -8.3% | +1.5% | -9.5% |
| 30D | +2.2% | -5.7% | +7.8% | 0.0% |
| 3M | +15.7% | +9.1% | +6.6% | +20.7% |
| 6M | -23.8% | +15.2% | -39.0% | -17.8% |
| YTD | +17.6% | -6.3% | +23.9% | +23.7% |
| 1Y | +88.6% | -19.1% | +107.7% | +74.1% |
| All | +88.6% | -17.2% | +105.8% | +74.1% |
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