+459.5%
AJG vs CP
+232.0%
+227.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.4% |
| 7D | -8.3% | -2.6% | -5.7% | -7.3% |
| 30D | -5.7% | -3.7% | -1.9% | -4.3% |
| 3M | +9.1% | +0.1% | +9.0% | +8.9% |
| 6M | +15.2% | +7.8% | +7.4% | +11.2% |
| YTD | -6.3% | +21.7% | -28.0% | -14.2% |
| 1Y | -19.1% | +18.6% | -37.7% | -25.2% |
| 3Y | +8.2% | +17.5% | -9.3% | -2.3% |
| 5Y | +75.6% | +35.4% | +40.3% | +45.7% |
| All | +459.5% | +232.0% | +227.5% | +221.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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