+17.5%
AJG vs COMP
+423.6%
-406.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +2.0% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | +19.4% | +16.6% | +2.8% | +18.9% |
| 3M | +11.9% | -23.5% | +35.4% | +12.1% |
| 6M | +48.3% | +25.7% | +22.5% | +47.6% |
| YTD | +10.3% | -3.4% | +13.7% | +10.3% |
| 1Y | +11.5% | +7.6% | +3.9% | +11.4% |
| 3Y | +17.5% | +423.6% | -406.0% | +30.1% |
| All | +17.5% | +423.6% | -406.0% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling