+8.2%
AJG vs FTV
-5.2%
+13.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | -8.3% | -4.0% | -4.3% | -7.5% |
| 30D | -5.7% | -11.0% | +5.3% | -3.4% |
| 3M | +9.1% | -8.4% | +17.5% | +10.9% |
| 6M | +15.2% | -2.6% | +17.8% | +15.6% |
| YTD | -6.3% | -0.6% | -5.7% | -6.4% |
| 1Y | -19.1% | +11.0% | -30.1% | -21.0% |
| 3Y | +8.2% | -6.3% | +14.6% | +10.2% |
| All | +8.2% | -5.2% | +13.4% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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