+8.2%
AJG vs ITOT
+75.8%
-67.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.4% |
| 7D | -8.3% | -0.9% | -7.4% | -8.1% |
| 30D | -5.7% | -1.5% | -4.2% | -5.4% |
| 3M | +9.1% | +3.6% | +5.5% | +8.1% |
| 6M | +15.2% | +13.7% | +1.5% | +10.8% |
| YTD | -6.3% | +12.9% | -19.2% | -9.8% |
| 1Y | -19.1% | +17.2% | -36.3% | -23.2% |
| 3Y | +8.2% | +75.6% | -67.4% | -14.1% |
| All | +8.2% | +75.8% | -67.5% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 3y: compounded portfolio wealth divided by compounded ITOT 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…
3y analysis · Full analysis span regression · 6 months rolling