+459.5%
AJG vs ACM
+134.0%
+325.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | -8.3% | -4.6% | -3.7% | -6.9% |
| 30D | -5.7% | +4.1% | -9.8% | -6.9% |
| 3M | +9.1% | -8.3% | +17.4% | +11.3% |
| 6M | +15.2% | -30.1% | +45.3% | +27.5% |
| YTD | -6.3% | -32.6% | +26.3% | +4.3% |
| 1Y | -19.1% | -49.6% | +30.5% | -1.2% |
| 3Y | +8.2% | -23.0% | +31.3% | +12.4% |
| 5Y | +75.6% | +2.0% | +73.7% | +63.8% |
| All | +459.5% | +134.0% | +325.5% | +284.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling