+459.5%
AJG vs BRO
+294.2%
+165.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -8.3% | -7.3% | -0.9% | -2.6% |
| 30D | -5.7% | -6.9% | +1.2% | -0.3% |
| 3M | +9.1% | +10.7% | -1.6% | +0.8% |
| 6M | +15.2% | -2.7% | +17.9% | +17.2% |
| YTD | -6.3% | -16.3% | +10.0% | +7.2% |
| 1Y | -19.1% | -29.1% | +10.0% | +5.1% |
| 3Y | +8.2% | -7.8% | +16.1% | +13.6% |
| 5Y | +75.6% | +18.7% | +56.9% | +46.1% |
| All | +459.5% | +294.2% | +165.3% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling