-5.0%
AJG vs IRE
-84.4%
+79.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +14.0% | -15.5% | -0.9% |
| 7D | -1.8% | +54.8% | -56.6% | 0.0% |
| 30D | +4.6% | +18.4% | -13.7% | +5.9% |
| 3M | +24.9% | -66.7% | +91.6% | +24.8% |
| 6M | +17.2% | -52.3% | +69.5% | +18.9% |
| YTD | +2.2% | -52.3% | +54.5% | +4.2% |
| All | -5.0% | -84.4% | +79.4% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling