+841.3%
AJG vs FIVE
+875.3%
-34.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.4% |
| 7D | -4.0% | +3.7% | -7.7% | -4.6% |
| 30D | +1.3% | +4.0% | -2.6% | +0.7% |
| 3M | +18.3% | +36.2% | -17.9% | +12.9% |
| 6M | +10.6% | +18.0% | -7.4% | +7.0% |
| YTD | -2.2% | +34.9% | -37.1% | -7.4% |
| 1Y | -15.2% | +67.9% | -83.1% | -22.6% |
| 3Y | +13.1% | +57.3% | -44.2% | +0.2% |
| 5Y | +82.8% | +39.5% | +43.2% | +60.7% |
| 10Y | +482.7% | +496.4% | -13.7% | +297.9% |
| All | +841.3% | +875.3% | -34.0% | +502.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling