+8.2%
AJG vs AU
+577.5%
-569.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -8.3% | -4.3% | -4.0% | -8.3% |
| 30D | -5.7% | +7.3% | -13.0% | -5.6% |
| 3M | +9.1% | +26.3% | -17.2% | +9.5% |
| 6M | +15.2% | +1.8% | +13.4% | +15.7% |
| YTD | -6.3% | +26.8% | -33.1% | -6.4% |
| 1Y | -19.1% | +66.7% | -85.8% | -19.9% |
| 3Y | +8.2% | +579.1% | -570.8% | +7.0% |
| All | +8.2% | +577.5% | -569.3% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling