+32.7%
AJG vs BOXX
+18.5%
+14.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | -8.3% | +0.1% | -8.3% | -8.3% |
| 30D | -5.7% | +0.3% | -6.0% | -5.6% |
| 3M | +9.1% | +1.0% | +8.0% | +8.9% |
| 6M | +15.2% | +1.9% | +13.3% | +15.1% |
| YTD | -6.3% | +2.7% | -9.0% | -6.0% |
| 1Y | -19.1% | +4.0% | -23.2% | -17.7% |
| 3Y | +8.2% | +14.7% | -6.4% | +42.4% |
| All | +32.7% | +18.5% | +14.2% | +141.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling