-12.9%
AJG vs IRE
-85.1%
+72.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.2% |
| 7D | -8.3% | -4.5% | -3.8% | -8.4% |
| 30D | -5.7% | -7.8% | +2.2% | -5.5% |
| 3M | +9.1% | -60.0% | +69.1% | +9.1% |
| 6M | +15.2% | -48.3% | +63.5% | +16.8% |
| YTD | -6.3% | -54.5% | +48.2% | -4.5% |
| All | -12.9% | -85.1% | +72.3% | -12.9% |
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