+459.5%
AJG vs IFF
-20.3%
+479.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -8.3% | -3.2% | -5.1% | -7.6% |
| 30D | -5.7% | -0.3% | -5.4% | -5.6% |
| 3M | +9.1% | +8.4% | +0.6% | +7.0% |
| 6M | +15.2% | +23.0% | -7.8% | +8.5% |
| YTD | -6.3% | +25.5% | -31.8% | -12.5% |
| 1Y | -19.1% | +29.1% | -48.2% | -25.2% |
| 3Y | +8.2% | +31.7% | -23.4% | -2.9% |
| 5Y | +75.6% | -35.2% | +110.9% | +89.1% |
| All | +459.5% | -20.3% | +479.8% | +433.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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