+76.9%
AJG vs ACWI
+67.2%
+9.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.2% | -2.5% |
| 7D | -7.4% | 0.0% | -7.4% | -7.4% |
| 30D | -3.0% | -0.6% | -2.4% | -2.7% |
| 3M | +12.8% | +4.3% | +8.6% | +10.0% |
| 6M | +12.8% | +12.7% | +0.2% | +4.7% |
| YTD | -4.7% | +13.9% | -18.7% | -12.5% |
| 1Y | -17.2% | +20.5% | -37.7% | -26.8% |
| 3Y | +10.2% | +76.5% | -66.3% | -27.2% |
| 5Y | +76.9% | +67.5% | +9.4% | +22.6% |
| All | +76.9% | +67.2% | +9.7% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling