+13.4%
AJG vs PL
+518.4%
-505.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -4.0% |
| 7D | -3.8% | -7.5% | +3.8% | -3.7% |
| 30D | +1.6% | -25.6% | +27.2% | +1.7% |
| 3M | +18.6% | -45.6% | +64.2% | +19.1% |
| 6M | +10.9% | -29.5% | +40.4% | +10.1% |
| YTD | -2.0% | -9.7% | +7.7% | -3.3% |
| 1Y | -14.9% | +84.4% | -99.3% | -17.4% |
| 3Y | +13.4% | +550.0% | -536.6% | +5.3% |
| All | +13.4% | +518.4% | -505.0% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling