+1,649.4%
AJG vs QID
-100.0%
+1,749.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | +0.2% |
| 7D | -8.5% | +2.7% | -11.3% | -7.9% |
| 30D | -3.8% | +3.3% | -7.1% | -3.0% |
| 3M | +10.8% | -5.5% | +16.3% | +9.3% |
| 6M | +15.6% | -28.4% | +44.0% | +6.4% |
| YTD | -5.1% | -26.6% | +21.4% | -12.0% |
| 1Y | -16.0% | -34.1% | +18.1% | -24.2% |
| 3Y | +9.7% | -73.7% | +83.4% | -19.4% |
| 5Y | +77.8% | -80.7% | +158.5% | +31.8% |
| 10Y | +478.2% | -99.1% | +577.4% | +112.6% |
| All | +1,649.4% | -100.0% | +1,749.3% | +241.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling