+84.6%
AJG vs MLM
+29.9%
+54.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.9% |
| 7D | +3.4% | -2.9% | +6.2% | +4.4% |
| 30D | +21.5% | +10.4% | +11.0% | +17.5% |
| 3M | +12.3% | -3.7% | +16.0% | +13.5% |
| 6M | +43.0% | -10.3% | +53.2% | +47.1% |
| YTD | +10.2% | -14.8% | +25.0% | +14.6% |
| 1Y | +13.9% | -13.9% | +27.8% | +17.8% |
| 3Y | +17.2% | +18.4% | -1.2% | +3.3% |
| 5Y | +84.6% | +31.8% | +52.8% | +51.1% |
| All | +84.6% | +29.9% | +54.7% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling