+9.6%
AJG vs ACI
-45.8%
+55.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | -8.5% | -7.1% | -1.4% | -7.4% |
| 30D | -3.8% | -4.5% | +0.7% | -3.0% |
| 3M | +10.8% | -22.3% | +33.1% | +14.5% |
| 6M | +15.6% | -28.4% | +44.0% | +20.8% |
| YTD | -5.1% | -29.5% | +24.4% | -0.8% |
| 1Y | -16.0% | -34.2% | +18.2% | -11.2% |
| All | +9.6% | -45.8% | +55.3% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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