+459.5%
AJG vs CAPR
-78.4%
+537.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.2% |
| 7D | -8.3% | -11.0% | +2.7% | -8.2% |
| 30D | -5.7% | +99.8% | -105.4% | -6.4% |
| 3M | +9.1% | -66.6% | +75.7% | +9.4% |
| 6M | +15.2% | -75.1% | +90.3% | +15.8% |
| YTD | -6.3% | -71.0% | +64.7% | -6.0% |
| 1Y | -19.1% | +30.0% | -49.1% | -21.9% |
| 3Y | +8.2% | +29.0% | -20.7% | +2.2% |
| 5Y | +75.6% | +70.8% | +4.8% | +63.4% |
| All | +459.5% | -78.4% | +537.9% | +400.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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