+459.5%
AJG vs FLR
+19.7%
+439.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.3% |
| 7D | -8.3% | -3.5% | -4.8% | -8.1% |
| 30D | -5.7% | +4.2% | -9.8% | -6.0% |
| 3M | +9.1% | +8.1% | +1.0% | +8.0% |
| 6M | +15.2% | +21.5% | -6.3% | +12.6% |
| YTD | -6.3% | +36.8% | -43.1% | -9.4% |
| 1Y | -19.1% | +31.2% | -50.3% | -21.7% |
| 3Y | +8.2% | +53.9% | -45.7% | +1.4% |
| 5Y | +75.6% | +243.0% | -167.4% | +52.3% |
| All | +459.5% | +19.7% | +439.8% | +426.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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