+77.8%
AJG vs NIO
-90.7%
+168.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.3% |
| 7D | -8.5% | -7.3% | -1.3% | -8.3% |
| 30D | -3.8% | -22.5% | +18.7% | -3.0% |
| 3M | +10.8% | -30.9% | +41.7% | +12.0% |
| 6M | +15.6% | -37.2% | +52.8% | +17.0% |
| YTD | -5.1% | -29.8% | +24.7% | -4.5% |
| 1Y | -16.0% | -37.4% | +21.4% | -15.4% |
| 3Y | +9.7% | -64.3% | +74.1% | +12.0% |
| 5Y | +77.8% | -90.6% | +168.4% | +89.6% |
| All | +77.8% | -90.7% | +168.6% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling