+557.1%
AJG vs DOC
+21.1%
+536.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -0.9% |
| 7D | +0.6% | +5.9% | -5.2% | -1.2% |
| 30D | +20.6% | +10.3% | +10.3% | +17.0% |
| 3M | +13.4% | -2.2% | +15.6% | +14.1% |
| 6M | +41.9% | +8.2% | +33.7% | +38.4% |
| YTD | +9.4% | +35.4% | -25.9% | -1.9% |
| 1Y | +13.6% | +23.6% | -10.1% | +4.9% |
| 3Y | +17.0% | +57.3% | -40.2% | -2.9% |
| 5Y | +82.9% | -19.6% | +102.5% | +92.7% |
| 10Y | +557.1% | +20.8% | +536.3% | +498.9% |
| All | +557.1% | +21.1% | +536.0% | +498.9% |
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