+75.2%
AJG vs NWSA
+40.0%
+35.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -8.3% | -2.8% | -5.5% | -7.4% |
| 30D | -5.7% | +3.0% | -8.7% | -6.5% |
| 3M | +9.1% | +12.3% | -3.2% | +5.3% |
| 6M | +15.2% | +21.9% | -6.6% | +8.6% |
| YTD | -6.3% | +13.6% | -19.9% | -10.1% |
| 1Y | -19.1% | +0.5% | -19.6% | -19.8% |
| 3Y | +8.2% | +43.8% | -35.5% | -4.4% |
| All | +75.2% | +40.0% | +35.2% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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