+8.2%
AJG vs BEN
+51.0%
-42.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -8.3% | -3.1% | -5.2% | -8.0% |
| 30D | -5.7% | +0.2% | -5.9% | -5.7% |
| 3M | +9.1% | +6.8% | +2.2% | +8.3% |
| 6M | +15.2% | +38.1% | -22.9% | +11.2% |
| YTD | -6.3% | +44.3% | -50.6% | -10.0% |
| 1Y | -19.1% | +42.6% | -61.7% | -22.3% |
| 3Y | +8.2% | +52.3% | -44.1% | +2.7% |
| All | +8.2% | +51.0% | -42.7% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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