+281.0%
AJG vs REPL
-19.2%
+300.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.2% |
| 7D | -8.3% | -14.1% | +5.8% | -8.2% |
| 30D | -5.7% | -15.2% | +9.5% | -5.6% |
| 3M | +9.1% | +49.9% | -40.8% | +8.3% |
| 6M | +15.2% | +63.5% | -48.3% | +12.8% |
| YTD | -6.3% | +32.9% | -39.2% | -7.9% |
| 1Y | -19.1% | +115.0% | -134.1% | -22.8% |
| 3Y | +8.2% | -34.7% | +42.9% | +1.7% |
| 5Y | +75.6% | -59.7% | +135.3% | +67.0% |
| All | +281.0% | -19.2% | +300.3% | +206.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling