+75.2%
AJG vs BBWI
-67.2%
+142.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -1.7% |
| 7D | -8.3% | -4.8% | -3.5% | -8.0% |
| 30D | -5.7% | +3.5% | -9.2% | -6.0% |
| 3M | +9.1% | -0.3% | +9.4% | +8.8% |
| 6M | +15.2% | -5.4% | +20.6% | +14.9% |
| YTD | -6.3% | -4.7% | -1.6% | -6.8% |
| 1Y | -19.1% | -30.5% | +11.4% | -17.7% |
| 3Y | +8.2% | -44.3% | +52.6% | +9.5% |
| All | +75.2% | -67.2% | +142.4% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling