+96.2%
AGG vs AJG
+1,593.5%
-1,497.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | -0.1% |
| 7D | -1.1% | -8.3% | +7.2% | -1.2% |
| 30D | -1.1% | -5.7% | +4.5% | -1.2% |
| 3M | -1.9% | +9.1% | -11.0% | -1.7% |
| 6M | -1.7% | +15.2% | -16.9% | -1.4% |
| YTD | -1.3% | -6.3% | +5.0% | -1.4% |
| 1Y | -0.7% | -19.1% | +18.4% | -1.1% |
| 3Y | +12.5% | +8.2% | +4.2% | +12.9% |
| 5Y | -2.5% | +75.6% | -78.1% | -0.8% |
| 10Y | +14.2% | +471.1% | -456.9% | +22.1% |
| All | +96.2% | +1,593.5% | -1,497.3% | +124.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling