+17.5%
AJG vs AU
+40.8%
-23.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | +7.4% | +4.1% | +3.3% | +7.6% |
| 30D | +25.3% | -5.3% | +30.7% | +24.9% |
| 3M | +15.1% | +0.6% | +14.5% | +15.5% |
| 6M | +40.8% | -0.8% | +41.6% | +41.9% |
| YTD | +12.3% | +7.6% | +4.8% | +11.9% |
| 1Y | +17.5% | +38.2% | -20.7% | +16.4% |
| All | +17.5% | +40.8% | -23.3% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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