-17.2%
AJG vs AS
-24.2%
+7.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.4% | -2.9% |
| 7D | -7.4% | -2.8% | -4.6% | -7.4% |
| 30D | -3.0% | -23.2% | +20.3% | -3.3% |
| 3M | +12.8% | -20.1% | +32.9% | +12.5% |
| 6M | +12.8% | -18.5% | +31.4% | +12.4% |
| YTD | -4.7% | -25.6% | +20.9% | -5.6% |
| 1Y | -17.2% | -24.4% | +7.2% | -18.5% |
| All | -17.2% | -24.2% | +7.0% | -18.5% |
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