+843.8%
AJG vs FIVE
+875.3%
-31.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.8% | -4.1% |
| 7D | -3.8% | +3.7% | -7.4% | -4.3% |
| 30D | +1.6% | +4.0% | -2.4% | +0.9% |
| 3M | +18.6% | +36.2% | -17.6% | +13.2% |
| 6M | +10.9% | +18.0% | -7.1% | +7.3% |
| YTD | -2.0% | +34.9% | -36.8% | -7.2% |
| 1Y | -14.9% | +67.9% | -82.9% | -22.4% |
| 3Y | +13.4% | +57.3% | -43.9% | +0.5% |
| 5Y | +83.2% | +39.5% | +43.7% | +61.2% |
| 10Y | +484.3% | +496.4% | -12.1% | +298.9% |
| All | +843.8% | +875.3% | -31.5% | +504.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FIVE 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling