+15.9%
AJG vs MULL
+444.9%
-428.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -13.8% | +19.2% | +4.4% |
| 7D | +10.7% | -35.9% | +46.6% | +7.4% |
| 30D | +26.9% | -47.3% | +74.2% | +22.0% |
| 3M | +16.6% | -30.6% | +47.1% | +14.9% |
| 6M | +40.1% | +13.7% | +26.4% | +44.4% |
| YTD | +12.4% | +272.1% | -259.7% | +21.2% |
| 1Y | +15.9% | +475.1% | -459.1% | +26.0% |
| All | +15.9% | +444.9% | -428.9% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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