+171.1%
AJG vs ACI
+18.9%
+152.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.6% |
| 7D | -7.4% | -5.0% | -2.3% | -6.8% |
| 30D | -3.0% | -2.3% | -0.7% | -2.7% |
| 3M | +12.8% | -23.2% | +36.0% | +15.9% |
| 6M | +12.8% | -29.5% | +42.3% | +17.0% |
| YTD | -4.7% | -28.6% | +23.9% | -1.5% |
| 1Y | -17.2% | -34.0% | +16.8% | -13.7% |
| 3Y | +10.2% | -45.0% | +55.2% | +16.8% |
| 5Y | +76.9% | -44.0% | +120.9% | +85.5% |
| All | +171.1% | +18.9% | +152.2% | +165.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling