+75.2%
AJG vs CBOE
+136.7%
-61.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.6% |
| 7D | -8.3% | -5.8% | -2.5% | -6.7% |
| 30D | -5.7% | -3.1% | -2.5% | -5.0% |
| 3M | +9.1% | -4.8% | +13.8% | +10.0% |
| 6M | +15.2% | -0.6% | +15.8% | +12.4% |
| YTD | -6.3% | +12.8% | -19.1% | -13.0% |
| 1Y | -19.1% | +19.8% | -38.9% | -26.7% |
| 3Y | +8.2% | +86.9% | -78.7% | -20.9% |
| All | +75.2% | +136.7% | -61.4% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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