+15.9%
AJG vs AEE
+13.9%
+2.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +4.7% |
| 7D | +10.7% | +4.7% | +6.0% | +9.3% |
| 30D | +26.9% | +13.4% | +13.5% | +23.0% |
| 3M | +16.6% | +4.1% | +12.5% | +15.0% |
| 6M | +40.1% | +2.0% | +38.1% | +38.7% |
| YTD | +12.4% | +15.6% | -3.2% | +6.4% |
| 1Y | +15.9% | +14.1% | +1.8% | +10.7% |
| All | +15.9% | +13.9% | +2.0% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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