+75.2%
AJG vs ACI
-39.5%
+114.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.5% | -1.8% |
| 7D | -8.3% | -3.7% | -4.5% | -7.7% |
| 30D | -5.7% | +0.6% | -6.3% | -5.7% |
| 3M | +9.1% | -20.3% | +29.4% | +12.3% |
| 6M | +15.2% | -24.7% | +39.9% | +19.4% |
| YTD | -6.3% | -27.2% | +20.9% | -2.4% |
| 1Y | -19.1% | -32.7% | +13.6% | -14.8% |
| 3Y | +8.2% | -43.9% | +52.1% | +16.8% |
| All | +75.2% | -39.5% | +114.7% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling