+17.5%
AJG vs MKTX
+5.2%
+12.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +7.4% | +0.4% | +7.0% | +7.4% |
| 30D | +25.3% | +0.9% | +24.4% | +25.4% |
| 3M | +15.1% | +2.4% | +12.7% | +15.1% |
| 6M | +40.8% | +10.6% | +30.3% | +43.5% |
| YTD | +12.3% | -7.3% | +19.7% | +19.9% |
| 1Y | +17.5% | +4.8% | +12.7% | +21.5% |
| All | +17.5% | +5.2% | +12.3% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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