+1,428.4%
AJG vs ACM
+228.1%
+1,200.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | +1.6% | -12.9% | +14.5% | +5.0% |
| 3M | +18.6% | -6.4% | +25.0% | +20.0% |
| 6M | +10.9% | -29.2% | +40.1% | +20.4% |
| YTD | -2.0% | -29.9% | +28.0% | +6.2% |
| 1Y | -14.9% | -47.3% | +32.3% | -0.8% |
| 3Y | +13.4% | -19.6% | +33.0% | +16.5% |
| 5Y | +83.2% | +5.5% | +77.7% | +73.7% |
| 10Y | +484.3% | +129.7% | +354.6% | +333.6% |
| All | +1,428.4% | +228.1% | +1,200.3% | +882.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling