+459.5%
AJG vs RGEN
+415.7%
+43.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -8.3% | -1.4% | -6.8% | -8.1% |
| 30D | -5.7% | -0.3% | -5.4% | -5.7% |
| 3M | +9.1% | +23.9% | -14.8% | +6.0% |
| 6M | +15.2% | +38.5% | -23.3% | +10.1% |
| YTD | -6.3% | +0.8% | -7.1% | -7.1% |
| 1Y | -19.1% | +38.2% | -57.3% | -23.2% |
| 3Y | +8.2% | +1.3% | +6.9% | +3.2% |
| 5Y | +75.6% | -44.0% | +119.7% | +76.2% |
| All | +459.5% | +415.7% | +43.8% | +279.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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