+6,308.0%
AJG vs AEE
+806.8%
+5,501.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -8.3% | -0.8% | -7.5% | -8.0% |
| 30D | -5.7% | -2.9% | -2.8% | -4.6% |
| 3M | +9.1% | -2.4% | +11.5% | +10.0% |
| 6M | +15.2% | -2.7% | +17.9% | +16.0% |
| YTD | -6.3% | +7.3% | -13.6% | -9.3% |
| 1Y | -19.1% | +7.5% | -26.7% | -21.8% |
| 3Y | +8.2% | +46.2% | -38.0% | -7.5% |
| 5Y | +75.6% | +39.7% | +35.9% | +51.7% |
| 10Y | +471.1% | +191.3% | +279.9% | +274.1% |
| All | +6,308.0% | +806.8% | +5,501.2% | +2,341.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling