+83.2%
AJG vs COMP
-32.0%
+115.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -3.9% |
| 7D | -3.8% | +4.1% | -7.8% | -3.9% |
| 30D | +1.6% | -14.5% | +16.2% | +2.2% |
| 3M | +18.6% | +41.8% | -23.2% | +16.9% |
| 6M | +10.9% | +23.6% | -12.7% | +9.5% |
| YTD | -2.0% | +1.7% | -3.7% | -2.5% |
| 1Y | -14.9% | +12.6% | -27.5% | -16.0% |
| 3Y | +13.4% | +221.9% | -208.4% | +5.2% |
| 5Y | +83.2% | -28.1% | +111.4% | +86.2% |
| All | +83.2% | -32.0% | +115.3% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling