+13.1%
AJG vs COMP
+221.9%
-208.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.0% | -4.2% |
| 7D | -4.0% | +4.1% | -8.1% | -4.1% |
| 30D | +1.3% | -14.5% | +15.9% | +1.5% |
| 3M | +18.3% | +41.8% | -23.5% | +17.8% |
| 6M | +10.6% | +23.6% | -13.0% | +10.3% |
| YTD | -2.2% | +1.7% | -3.9% | -2.2% |
| 1Y | -15.2% | +12.6% | -27.7% | -15.4% |
| 3Y | +13.1% | +221.9% | -208.7% | +19.0% |
| All | +13.1% | +221.9% | -208.7% | +19.0% |
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