+459.5%
AJG vs BBWI
-55.0%
+514.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -1.9% |
| 7D | -8.3% | -4.8% | -3.5% | -7.8% |
| 30D | -5.7% | +3.5% | -9.2% | -6.2% |
| 3M | +9.1% | -0.3% | +9.4% | +8.6% |
| 6M | +15.2% | -5.4% | +20.6% | +14.7% |
| YTD | -6.3% | -4.7% | -1.6% | -7.1% |
| 1Y | -19.1% | -30.5% | +11.4% | -17.4% |
| 3Y | +8.2% | -44.3% | +52.6% | +10.2% |
| 5Y | +75.6% | -66.9% | +142.5% | +87.0% |
| All | +459.5% | -55.0% | +514.5% | +388.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling