+75.2%
AJG vs FTV
-2.3%
+77.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | -8.3% | -4.0% | -4.3% | -7.0% |
| 30D | -5.7% | -11.0% | +5.3% | -1.9% |
| 3M | +9.1% | -8.4% | +17.5% | +12.0% |
| 6M | +15.2% | -2.6% | +17.8% | +15.6% |
| YTD | -6.3% | -0.6% | -5.7% | -7.0% |
| 1Y | -19.1% | +11.0% | -30.1% | -23.0% |
| 3Y | +8.2% | -6.3% | +14.6% | +7.7% |
| All | +75.2% | -2.3% | +77.5% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling