-19.1%
AJG vs AU
+72.0%
-91.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -8.3% | -4.3% | -4.0% | -8.5% |
| 30D | -5.7% | +7.3% | -13.0% | -5.2% |
| 3M | +9.1% | +26.3% | -17.2% | +11.4% |
| 6M | +15.2% | +1.8% | +13.4% | +16.5% |
| YTD | -6.3% | +26.8% | -33.1% | -4.4% |
| 1Y | -19.1% | +66.7% | -85.8% | -17.1% |
| All | -19.1% | +72.0% | -91.1% | -17.1% |
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