+76.9%
AJG vs RACE
+87.3%
-10.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.6% |
| 7D | -7.4% | -2.6% | -4.7% | -6.8% |
| 30D | -3.0% | -1.1% | -1.9% | -2.8% |
| 3M | +12.8% | +12.5% | +0.3% | +9.5% |
| 6M | +12.8% | +17.4% | -4.6% | +8.1% |
| YTD | -4.7% | +10.1% | -14.9% | -7.6% |
| 1Y | -17.2% | -15.1% | -2.1% | -14.5% |
| 3Y | +10.2% | +38.9% | -28.7% | -7.3% |
| 5Y | +76.9% | +90.7% | -13.7% | +27.9% |
| All | +76.9% | +87.3% | -10.3% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling