+77.8%
AJG vs REPL
-58.5%
+136.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.4% | +8.0% | -0.5% |
| 7D | -8.5% | -13.4% | +4.9% | -8.7% |
| 30D | -3.8% | -3.0% | -0.8% | -3.8% |
| 3M | +10.8% | +56.3% | -45.5% | +12.1% |
| 6M | +15.6% | +60.9% | -45.3% | +18.1% |
| YTD | -5.1% | +36.2% | -41.3% | -3.0% |
| 1Y | -16.0% | +121.0% | -137.1% | -14.7% |
| 3Y | +9.7% | -32.8% | +42.6% | +14.0% |
| 5Y | +77.8% | -58.7% | +136.5% | +78.8% |
| All | +77.8% | -58.5% | +136.3% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling