+53.1%
AIG vs AJG
+74.4%
-21.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.0% |
| 7D | -1.2% | -8.3% | +7.1% | +3.2% |
| 30D | -1.1% | -5.7% | +4.6% | +1.7% |
| 3M | +0.7% | +9.1% | -8.4% | -4.5% |
| 6M | -2.2% | +15.2% | -17.4% | -10.2% |
| YTD | -10.8% | -6.3% | -4.5% | -8.8% |
| 1Y | -2.0% | -19.1% | +17.1% | +9.0% |
| 3Y | +34.8% | +8.2% | +26.6% | +22.2% |
| All | +53.1% | +74.4% | -21.2% | +1.3% |
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