+75.2%
AJG vs QS
-74.9%
+150.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.2% | -1.3% |
| 7D | -8.3% | -3.6% | -4.6% | -8.2% |
| 30D | -5.7% | -17.2% | +11.6% | -5.3% |
| 3M | +9.1% | -27.0% | +36.1% | +9.6% |
| 6M | +15.2% | -24.6% | +39.8% | +15.4% |
| YTD | -6.3% | -49.3% | +43.0% | -5.1% |
| 1Y | -19.1% | -40.3% | +21.2% | -19.2% |
| 3Y | +8.2% | -23.8% | +32.0% | +4.0% |
| All | +75.2% | -74.9% | +150.1% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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