+692.8%
AJG vs RACE
+649.8%
+43.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.7% | +1.7% |
| 7D | +0.5% | -1.2% | +1.7% | +0.8% |
| 30D | +19.4% | +6.1% | +13.2% | +17.4% |
| 3M | +11.9% | -0.3% | +12.2% | +11.9% |
| 6M | +48.3% | +23.4% | +24.8% | +39.0% |
| YTD | +10.3% | +12.5% | -2.2% | +5.4% |
| 1Y | +11.5% | -0.5% | +12.0% | +10.4% |
| 3Y | +17.5% | +23.6% | -6.1% | +4.7% |
| 5Y | +79.8% | +65.4% | +14.3% | +42.3% |
| 10Y | +541.5% | +715.5% | -174.0% | +228.5% |
| All | +692.8% | +649.8% | +43.1% | +283.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling