+459.5%
AJG vs COO
+17.0%
+442.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -8.3% | -22.5% | +14.3% | -1.0% |
| 30D | -5.7% | -29.7% | +24.1% | +5.0% |
| 3M | +9.1% | -20.1% | +29.2% | +16.5% |
| 6M | +15.2% | -26.9% | +42.1% | +26.2% |
| YTD | -6.3% | -34.2% | +27.9% | +6.0% |
| 1Y | -19.1% | -21.3% | +2.1% | -14.0% |
| 3Y | +8.2% | -38.7% | +46.9% | +20.7% |
| 5Y | +75.6% | -52.2% | +127.8% | +112.0% |
| All | +459.5% | +17.0% | +442.5% | +413.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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