+5,439.6%
AJG vs AU
+755.5%
+4,684.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -8.3% | -4.3% | -4.0% | -8.2% |
| 30D | -5.7% | +7.3% | -13.0% | -5.9% |
| 3M | +9.1% | +26.3% | -17.2% | +8.2% |
| 6M | +15.2% | +1.8% | +13.4% | +14.8% |
| YTD | -6.3% | +26.8% | -33.1% | -7.4% |
| 1Y | -19.1% | +66.7% | -85.8% | -21.0% |
| 3Y | +8.2% | +579.1% | -570.8% | +0.2% |
| 5Y | +75.6% | +689.3% | -613.7% | +60.7% |
| 10Y | +471.1% | +686.6% | -215.5% | +416.8% |
| All | +5,439.6% | +755.5% | +4,684.1% | +5,195.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling