+8.2%
AJG vs BOXX
+14.7%
-6.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.3% |
| 7D | -8.3% | +0.1% | -8.3% | -8.3% |
| 30D | -5.7% | +0.3% | -6.0% | -6.1% |
| 3M | +9.1% | +1.0% | +8.0% | +7.2% |
| 6M | +15.2% | +1.9% | +13.3% | +11.5% |
| YTD | -6.3% | +2.7% | -9.0% | -10.1% |
| 1Y | -19.1% | +4.0% | -23.2% | -23.0% |
| 3Y | +8.2% | +14.7% | -6.4% | -0.9% |
| All | +8.2% | +14.7% | -6.4% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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