+84.3%
AJG vs BURL
-17.2%
+101.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.1% |
| 7D | +2.0% | +4.1% | -2.1% | +1.6% |
| 30D | +24.0% | -9.5% | +33.5% | +25.1% |
| 3M | +12.2% | -33.5% | +45.7% | +16.2% |
| 6M | +43.9% | -22.1% | +66.0% | +46.7% |
| YTD | +9.8% | -14.6% | +24.4% | +10.8% |
| 1Y | +16.2% | -8.4% | +24.5% | +16.2% |
| 3Y | +19.3% | +86.6% | -67.3% | +8.4% |
| All | +84.3% | -17.2% | +101.5% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling