+13.4%
AJG vs MLM
+19.3%
-5.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -3.8% | +1.4% | -5.2% | -4.1% |
| 30D | +1.6% | -6.5% | +8.1% | +3.0% |
| 3M | +18.6% | -7.4% | +26.1% | +20.0% |
| 6M | +10.9% | -15.8% | +26.7% | +14.2% |
| YTD | -2.0% | -17.4% | +15.5% | +1.0% |
| 1Y | -14.9% | -17.9% | +2.9% | -12.2% |
| 3Y | +13.4% | +18.9% | -5.5% | +6.0% |
| All | +13.4% | +19.3% | -5.9% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded MLM 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling