-16.0%
AJG vs PL
+81.4%
-97.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.4% |
| 7D | -8.5% | -9.0% | +0.5% | -8.6% |
| 30D | -3.8% | -29.6% | +25.8% | -4.2% |
| 3M | +10.8% | -45.7% | +56.5% | +10.4% |
| 6M | +15.6% | -34.3% | +49.9% | +12.3% |
| YTD | -5.1% | -15.4% | +10.2% | -10.2% |
| 1Y | -16.0% | +86.1% | -102.1% | -28.9% |
| All | -16.0% | +81.4% | -97.4% | -28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling