+75.2%
AJG vs INDA
+5.7%
+69.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | -8.3% | -2.7% | -5.6% | -7.3% |
| 30D | -5.7% | -2.8% | -2.9% | -4.7% |
| 3M | +9.1% | +1.6% | +7.4% | +8.3% |
| 6M | +15.2% | -1.4% | +16.6% | +15.4% |
| YTD | -6.3% | -10.1% | +3.8% | -2.5% |
| 1Y | -19.1% | -8.8% | -10.3% | -16.5% |
| 3Y | +8.2% | +7.6% | +0.6% | -0.7% |
| All | +75.2% | +5.7% | +69.5% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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