+77.8%
AJG vs M
+13.6%
+64.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | -0.1% |
| 7D | -8.5% | -8.8% | +0.3% | -7.9% |
| 30D | -3.8% | -16.4% | +12.6% | -2.6% |
| 3M | +10.8% | -10.8% | +21.6% | +11.5% |
| 6M | +15.6% | +16.1% | -0.5% | +14.0% |
| YTD | -5.1% | -5.3% | +0.1% | -5.1% |
| 1Y | -16.0% | +24.9% | -40.9% | -17.9% |
| 3Y | +9.7% | +97.5% | -87.8% | +0.2% |
| 5Y | +77.8% | +20.4% | +57.4% | +69.1% |
| All | +77.8% | +13.6% | +64.2% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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