+459.5%
AJG vs MKTX
+5.0%
+454.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -8.3% | -0.2% | -8.0% | -8.2% |
| 30D | -5.7% | +0.7% | -6.4% | -5.8% |
| 3M | +9.1% | +40.8% | -31.7% | +1.3% |
| 6M | +15.2% | -8.0% | +23.2% | +16.4% |
| YTD | -6.3% | -8.7% | +2.4% | -5.3% |
| 1Y | -19.1% | -11.8% | -7.3% | -17.8% |
| 3Y | +8.2% | -24.0% | +32.3% | +9.9% |
| 5Y | +75.6% | -60.3% | +136.0% | +104.2% |
| All | +459.5% | +5.0% | +454.5% | +395.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling