+7,052.3%
AJG vs ACGL
+4,318.9%
+2,733.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -3.4% |
| 7D | -3.8% | -2.9% | -0.8% | -3.0% |
| 30D | +1.6% | -2.8% | +4.4% | +2.4% |
| 3M | +18.6% | +6.8% | +11.8% | +16.9% |
| 6M | +10.9% | -1.5% | +12.4% | +11.5% |
| YTD | -2.0% | -0.2% | -1.7% | -1.8% |
| 1Y | -14.9% | +5.3% | -20.2% | -15.9% |
| 3Y | +13.4% | +30.3% | -16.9% | +6.2% |
| 5Y | +83.2% | +151.8% | -68.6% | +46.9% |
| 10Y | +484.3% | +266.9% | +217.4% | +331.6% |
| All | +7,052.3% | +4,318.9% | +2,733.4% | +4,385.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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