+10.0%
AJG vs RACE
+38.2%
-28.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.7% |
| 7D | -7.4% | -2.6% | -4.7% | -7.1% |
| 30D | -3.0% | -1.1% | -1.9% | -2.8% |
| 3M | +12.8% | +12.5% | +0.3% | +11.1% |
| 6M | +12.8% | +17.4% | -4.6% | +10.3% |
| YTD | -4.7% | +10.1% | -14.9% | -6.2% |
| 1Y | -17.2% | -15.1% | -2.1% | -15.7% |
| All | +10.0% | +38.2% | -28.2% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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