+9.6%
AJG vs FIVE
+48.7%
-39.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.4% |
| 7D | -8.5% | +0.6% | -9.1% | -8.5% |
| 30D | -3.8% | +3.0% | -6.8% | -3.8% |
| 3M | +10.8% | +23.2% | -12.4% | +10.4% |
| 6M | +15.6% | +9.2% | +6.5% | +15.3% |
| YTD | -5.1% | +28.1% | -33.2% | -5.8% |
| 1Y | -16.0% | +65.3% | -81.3% | -17.3% |
| All | +9.6% | +48.7% | -39.1% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling