+466.5%
AJG vs ACWI
+230.9%
+235.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | +0.2% |
| 7D | -8.5% | -1.9% | -6.6% | -7.2% |
| 30D | -3.8% | -1.3% | -2.5% | -2.8% |
| 3M | +10.8% | +5.0% | +5.8% | +6.3% |
| 6M | +15.6% | +11.7% | +3.9% | +5.0% |
| YTD | -5.1% | +13.0% | -18.1% | -14.9% |
| 1Y | -16.0% | +19.2% | -35.3% | -28.1% |
| 3Y | +9.7% | +75.0% | -65.3% | -33.3% |
| 5Y | +77.8% | +67.1% | +10.8% | +12.1% |
| All | +466.5% | +230.9% | +235.6% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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