+10.0%
AJG vs NIO
-64.4%
+74.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.9% |
| 7D | -7.4% | -4.1% | -3.2% | -7.4% |
| 30D | -3.0% | -23.2% | +20.3% | -3.2% |
| 3M | +12.8% | -29.9% | +42.8% | +12.5% |
| 6M | +12.8% | -25.1% | +37.9% | +12.5% |
| YTD | -4.7% | -27.5% | +22.7% | -5.0% |
| 1Y | -17.2% | -41.1% | +23.9% | -17.5% |
| All | +10.0% | -64.4% | +74.4% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling