+459.5%
AJG vs QID
-99.2%
+558.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.6% |
| 7D | -8.3% | +1.3% | -9.5% | -8.0% |
| 30D | -5.7% | +2.9% | -8.6% | -5.1% |
| 3M | +9.1% | -0.7% | +9.8% | +8.9% |
| 6M | +15.2% | -29.7% | +44.9% | +6.3% |
| YTD | -6.3% | -27.9% | +21.6% | -12.9% |
| 1Y | -19.1% | -34.6% | +15.5% | -26.5% |
| 3Y | +8.2% | -73.5% | +81.8% | -19.5% |
| 5Y | +75.6% | -81.0% | +156.6% | +31.2% |
| All | +459.5% | -99.2% | +558.7% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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