+120.8%
AJG vs PL
+40.9%
+79.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.7% | +2.1% |
| 7D | +0.5% | +10.0% | -9.6% | +0.2% |
| 30D | +19.4% | -2.3% | +21.6% | +19.3% |
| 3M | +11.9% | -44.2% | +56.1% | +13.6% |
| 6M | +48.3% | -66.1% | +114.4% | +52.3% |
| YTD | +10.3% | -30.0% | +40.3% | +8.9% |
| 1Y | +11.5% | +21.0% | -9.5% | +7.1% |
| 3Y | +17.5% | +516.5% | -499.0% | -1.2% |
| 5Y | +79.8% | +32.0% | +47.7% | +62.3% |
| All | +120.8% | +40.9% | +79.9% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling