-24.1%
AIG vs AJG
+11,150.2%
-11,174.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.1% |
| 7D | -1.2% | -8.3% | +7.1% | +3.8% |
| 30D | -1.1% | -5.7% | +4.6% | +2.1% |
| 3M | +0.7% | +9.1% | -8.4% | -5.0% |
| 6M | -2.2% | +15.2% | -17.4% | -11.0% |
| YTD | -10.8% | -6.3% | -4.5% | -9.4% |
| 1Y | -2.0% | -19.1% | +17.1% | +8.1% |
| 3Y | +34.8% | +8.2% | +26.6% | +23.4% |
| 5Y | +55.0% | +75.6% | -20.6% | +6.1% |
| 10Y | +65.1% | +471.1% | -406.1% | -39.7% |
| All | -24.1% | +11,150.2% | -11,174.3% | -89.6% |
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