+484.3%
AJG vs BURL
+206.3%
+277.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.7% | -0.3% | -3.4% |
| 7D | -3.8% | -2.6% | -1.2% | -3.4% |
| 30D | +1.6% | -30.8% | +32.4% | +7.7% |
| 3M | +18.6% | -18.7% | +37.3% | +22.4% |
| 6M | +10.9% | -16.4% | +27.3% | +13.4% |
| YTD | -2.0% | -11.6% | +9.6% | -0.9% |
| 1Y | -14.9% | -12.0% | -2.9% | -14.4% |
| 3Y | +13.4% | +63.6% | -50.2% | -1.5% |
| 5Y | +83.2% | -12.6% | +95.8% | +75.7% |
| 10Y | +484.3% | +206.5% | +277.7% | +355.1% |
| All | +484.3% | +206.3% | +277.9% | +355.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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