+75.2%
AJG vs AGI
+400.3%
-325.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | -8.3% | -2.7% | -5.5% | -8.2% |
| 30D | -5.7% | +7.2% | -12.9% | -5.9% |
| 3M | +9.1% | +4.3% | +4.8% | +9.0% |
| 6M | +15.2% | -27.1% | +42.3% | +16.4% |
| YTD | -6.3% | -6.6% | +0.3% | -6.8% |
| 1Y | -19.1% | +9.5% | -28.6% | -20.6% |
| 3Y | +8.2% | +208.4% | -200.2% | -2.5% |
| All | +75.2% | +400.3% | -325.1% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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