-11.5%
AJG vs AS
-21.9%
+10.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.6% | -5.1% | -1.4% |
| 7D | -1.8% | -4.9% | +3.1% | -1.9% |
| 30D | +4.6% | -19.6% | +24.2% | +4.3% |
| 3M | +24.9% | -14.4% | +39.3% | +24.6% |
| 6M | +17.2% | -20.1% | +37.3% | +16.2% |
| YTD | +2.2% | -20.9% | +23.1% | +1.3% |
| 1Y | -11.5% | -21.9% | +10.3% | -12.9% |
| All | -11.5% | -21.9% | +10.4% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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