+466.5%
AJG vs FIVE
+483.6%
-17.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | 0.0% |
| 7D | -8.5% | +0.6% | -9.1% | -8.6% |
| 30D | -3.8% | +3.0% | -6.8% | -4.3% |
| 3M | +10.8% | +23.2% | -12.4% | +6.9% |
| 6M | +15.6% | +9.2% | +6.5% | +12.9% |
| YTD | -5.1% | +28.1% | -33.2% | -10.0% |
| 1Y | -16.0% | +65.3% | -81.3% | -24.1% |
| 3Y | +9.7% | +49.4% | -39.7% | -3.0% |
| 5Y | +77.8% | +29.5% | +48.3% | +56.4% |
| All | +466.5% | +483.6% | -17.2% | +265.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling