+75.2%
AJG vs FND
-63.3%
+138.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.3% |
| 7D | -8.3% | -5.8% | -2.5% | -7.6% |
| 30D | -5.7% | -20.2% | +14.5% | -3.3% |
| 3M | +9.1% | -12.0% | +21.0% | +10.3% |
| 6M | +15.2% | -18.5% | +33.7% | +17.1% |
| YTD | -6.3% | -22.3% | +16.0% | -4.6% |
| 1Y | -19.1% | -47.6% | +28.5% | -13.8% |
| 3Y | +8.2% | -49.8% | +58.0% | +12.3% |
| All | +75.2% | -63.3% | +138.5% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 5y: compounded portfolio wealth divided by compounded FND 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…
5y analysis · Full analysis span regression · 6 months rolling