-19.1%
AJG vs NIO
-36.7%
+17.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.0% |
| 7D | -8.3% | -2.9% | -5.4% | -8.4% |
| 30D | -5.7% | -18.7% | +13.0% | -7.0% |
| 3M | +9.1% | -29.4% | +38.5% | +6.6% |
| 6M | +15.2% | -32.5% | +47.8% | +12.3% |
| YTD | -6.3% | -27.6% | +21.4% | -7.8% |
| 1Y | -19.1% | -39.2% | +20.1% | -22.8% |
| All | -19.1% | -36.7% | +17.6% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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