+15.6%
AJG vs COO
-28.7%
+44.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -14.7% | +14.3% | +3.9% |
| 7D | -8.5% | -23.3% | +14.8% | -0.4% |
| 30D | -3.8% | -29.5% | +25.7% | +7.9% |
| 3M | +10.8% | -20.0% | +30.8% | +19.4% |
| 6M | +15.6% | -27.2% | +42.8% | +24.2% |
| All | +15.6% | -28.7% | +44.3% | +24.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling