+103.7%
AJG vs COMP
-52.3%
+156.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.1% | +4.8% | -0.2% |
| 7D | -8.5% | -8.4% | -0.1% | -8.2% |
| 30D | -3.8% | -20.2% | +16.4% | -3.0% |
| 3M | +10.8% | +28.1% | -17.2% | +9.6% |
| 6M | +15.6% | +14.9% | +0.8% | +14.5% |
| YTD | -5.1% | -4.2% | -1.0% | -5.5% |
| 1Y | -16.0% | +10.2% | -26.3% | -17.0% |
| 3Y | +9.7% | +203.3% | -193.5% | +2.0% |
| 5Y | +77.8% | -29.2% | +107.0% | +76.6% |
| All | +103.7% | -52.3% | +156.0% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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