+11,175.1%
AJG vs AME
+18,433.7%
-7,258.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -8.5% | 0.0% | -8.5% | -8.5% |
| 30D | -3.8% | -8.6% | +4.8% | -1.5% |
| 3M | +10.8% | +5.8% | +5.0% | +8.7% |
| 6M | +15.6% | +3.8% | +11.8% | +13.5% |
| YTD | -5.1% | +14.4% | -19.6% | -9.4% |
| 1Y | -16.0% | +25.8% | -41.8% | -22.0% |
| 3Y | +9.7% | +55.2% | -45.4% | -4.8% |
| 5Y | +77.8% | +85.5% | -7.7% | +47.2% |
| 10Y | +478.2% | +424.0% | +54.2% | +270.0% |
| All | +11,175.1% | +18,433.7% | -7,258.6% | +3,938.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling