+534.3%
AJG vs DOC
+21.2%
+513.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +0.5% | -0.9% | +1.4% | +0.7% |
| 30D | +19.4% | +7.7% | +11.6% | +16.6% |
| 3M | +11.9% | -2.0% | +13.9% | +12.6% |
| 6M | +48.3% | +5.9% | +42.4% | +45.5% |
| YTD | +10.3% | +31.8% | -21.5% | -0.3% |
| 1Y | +11.5% | +22.5% | -11.0% | +3.2% |
| 3Y | +17.5% | +54.7% | -37.2% | -2.2% |
| 5Y | +79.8% | -21.3% | +101.1% | +90.8% |
| All | +534.3% | +21.2% | +513.1% | +480.1% |
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