+75.2%
AJG vs ACM
+1.2%
+74.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | -8.3% | -4.6% | -3.7% | -7.0% |
| 30D | -5.7% | +4.1% | -9.8% | -6.8% |
| 3M | +9.1% | -8.3% | +17.4% | +11.1% |
| 6M | +15.2% | -30.1% | +45.3% | +26.8% |
| YTD | -6.3% | -32.6% | +26.3% | +3.6% |
| 1Y | -19.1% | -49.6% | +30.5% | -1.6% |
| 3Y | +8.2% | -23.0% | +31.3% | +10.0% |
| All | +75.2% | +1.2% | +74.0% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling