+76.9%
AJG vs PL
+72.5%
+4.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.5% | -2.8% |
| 7D | -7.4% | -13.9% | +6.5% | -7.0% |
| 30D | -3.0% | -25.5% | +22.5% | -2.2% |
| 3M | +12.8% | -44.8% | +57.6% | +14.6% |
| 6M | +12.8% | -33.3% | +46.1% | +12.6% |
| YTD | -4.7% | -12.7% | +7.9% | -6.4% |
| 1Y | -17.2% | +90.9% | -108.1% | -21.8% |
| 3Y | +10.2% | +528.5% | -518.3% | -6.4% |
| 5Y | +76.9% | +72.7% | +4.2% | +54.4% |
| All | +76.9% | +72.5% | +4.4% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling