-19.1%
AJG vs ACM
-48.8%
+29.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | -8.3% | -4.6% | -3.7% | -7.7% |
| 30D | -5.7% | +4.1% | -9.8% | -6.0% |
| 3M | +9.1% | -8.3% | +17.4% | +9.8% |
| 6M | +15.2% | -30.1% | +45.3% | +19.4% |
| YTD | -6.3% | -32.6% | +26.3% | -3.1% |
| 1Y | -19.1% | -49.6% | +30.5% | -11.9% |
| All | -19.1% | -48.8% | +29.7% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling