+11,220.1%
AJG vs BBWI
+930.0%
+10,290.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.3% | +3.4% | -2.0% |
| 7D | -7.4% | -4.4% | -3.0% | -6.8% |
| 30D | -3.0% | -7.4% | +4.4% | -2.1% |
| 3M | +12.8% | -2.2% | +15.1% | +12.6% |
| 6M | +12.8% | -16.3% | +29.2% | +14.2% |
| YTD | -4.7% | -9.1% | +4.4% | -5.1% |
| 1Y | -17.2% | -34.5% | +17.3% | -14.3% |
| 3Y | +10.2% | -47.0% | +57.1% | +13.3% |
| 5Y | +76.9% | -68.8% | +145.8% | +91.3% |
| 10Y | +480.5% | -57.4% | +537.9% | +429.8% |
| All | +11,220.1% | +930.0% | +10,290.1% | +6,130.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling