+298.7%
AJG vs REPL
-7.7%
+306.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -4.0% |
| 7D | -3.8% | -5.7% | +2.0% | -3.7% |
| 30D | +1.6% | +22.5% | -20.9% | +1.4% |
| 3M | +18.6% | +64.7% | -46.0% | +17.7% |
| 6M | +10.9% | +83.0% | -72.1% | +8.5% |
| YTD | -2.0% | +52.0% | -53.9% | -3.7% |
| 1Y | -14.9% | +144.5% | -159.5% | -18.9% |
| 3Y | +13.4% | -25.1% | +38.5% | +6.4% |
| 5Y | +83.2% | -52.9% | +136.1% | +73.7% |
| All | +298.7% | -7.7% | +306.4% | +220.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling