+459.5%
AJG vs FFIV
+249.4%
+210.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -2.0% |
| 7D | -8.3% | +5.4% | -13.7% | -9.5% |
| 30D | -5.7% | -2.7% | -3.0% | -5.3% |
| 3M | +9.1% | +4.5% | +4.5% | +7.2% |
| 6M | +15.2% | +42.2% | -27.0% | +4.2% |
| YTD | -6.3% | +61.3% | -67.6% | -18.5% |
| 1Y | -19.1% | +23.0% | -42.2% | -24.5% |
| 3Y | +8.2% | +156.3% | -148.0% | -19.3% |
| 5Y | +75.6% | +102.9% | -27.2% | +37.3% |
| All | +459.5% | +249.4% | +210.1% | +262.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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