-11.5%
AJG vs REPL
+161.1%
-172.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.5% |
| 7D | -1.8% | -3.0% | +1.1% | -1.9% |
| 30D | +4.6% | +27.1% | -22.5% | +5.4% |
| 3M | +24.9% | +52.4% | -27.5% | +28.3% |
| 6M | +17.2% | +107.4% | -90.3% | +24.6% |
| YTD | +2.2% | +54.7% | -52.6% | +8.4% |
| 1Y | -11.5% | +158.9% | -170.4% | -5.6% |
| All | -11.5% | +161.1% | -172.6% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling