+15.9%
AJG vs BN
-3.9%
+19.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.1% | -0.6% | +4.6% |
| 7D | +10.7% | +12.0% | -1.2% | +9.3% |
| 30D | +26.9% | +17.0% | +9.9% | +24.7% |
| 3M | +16.6% | -3.2% | +19.8% | +15.5% |
| 6M | +40.1% | -3.9% | +44.0% | +38.7% |
| YTD | +12.4% | -5.6% | +18.0% | +11.3% |
| 1Y | +15.9% | -4.7% | +20.7% | +14.3% |
| All | +15.9% | -3.9% | +19.8% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling