+459.5%
AJG vs AME
+445.1%
+14.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -2.7% |
| 7D | -8.3% | +1.7% | -10.0% | -9.0% |
| 30D | -5.7% | -6.4% | +0.8% | -3.0% |
| 3M | +9.1% | +7.1% | +2.0% | +4.9% |
| 6M | +15.2% | +8.2% | +7.0% | +9.4% |
| YTD | -6.3% | +18.2% | -24.5% | -15.2% |
| 1Y | -19.1% | +26.7% | -45.9% | -29.6% |
| 3Y | +8.2% | +60.7% | -52.5% | -19.1% |
| 5Y | +75.6% | +91.6% | -15.9% | +18.4% |
| All | +459.5% | +445.1% | +14.5% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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