+577.5%
AJG vs DOC
+15.7%
+561.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | +2.0% | +6.5% | -4.5% | 0.0% |
| 30D | +24.0% | +9.2% | +14.8% | +20.7% |
| 3M | +12.2% | -2.5% | +14.7% | +13.0% |
| 6M | +43.9% | +7.1% | +36.8% | +40.8% |
| YTD | +9.8% | +33.0% | -23.2% | -0.9% |
| 1Y | +16.2% | +23.3% | -7.1% | +7.4% |
| 3Y | +19.3% | +44.9% | -25.6% | +1.9% |
| 5Y | +85.0% | -21.6% | +106.6% | +96.6% |
| All | +577.5% | +15.7% | +561.8% | +522.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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