+75.2%
AJG vs A
-14.3%
+89.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.8% |
| 7D | -8.3% | -2.6% | -5.7% | -7.8% |
| 30D | -5.7% | -0.9% | -4.8% | -5.6% |
| 3M | +9.1% | +13.6% | -4.6% | +6.0% |
| 6M | +15.2% | +27.8% | -12.6% | +8.6% |
| YTD | -6.3% | +8.6% | -14.9% | -8.5% |
| 1Y | -19.1% | +16.9% | -36.0% | -22.7% |
| 3Y | +8.2% | +32.9% | -24.7% | -4.5% |
| All | +75.2% | -14.3% | +89.5% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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