+15.9%
AJG vs MUB
+0.1%
+15.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.0% | +4.8% |
| 7D | +10.7% | +0.6% | +10.2% | +9.9% |
| 30D | +26.9% | +3.2% | +23.7% | +22.5% |
| 3M | +16.6% | -1.1% | +17.6% | +15.6% |
| 6M | +40.1% | -1.1% | +41.3% | +38.5% |
| YTD | +12.4% | -0.5% | +12.9% | +11.9% |
| 1Y | +15.9% | 0.0% | +16.0% | +15.0% |
| All | +15.9% | +0.1% | +15.8% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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