+34.8%
AIG vs AJG
+8.2%
+26.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.9% |
| 7D | -1.2% | -8.3% | +7.1% | +2.2% |
| 30D | -1.1% | -5.7% | +4.6% | +1.1% |
| 3M | +0.7% | +9.1% | -8.4% | -3.3% |
| 6M | -2.2% | +15.2% | -17.4% | -8.3% |
| YTD | -10.8% | -6.3% | -4.5% | -8.8% |
| 1Y | -2.0% | -19.1% | +17.1% | +7.5% |
| 3Y | +34.8% | +8.2% | +26.6% | +25.5% |
| All | +34.8% | +8.2% | +26.7% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling