+459.5%
AJG vs RL
+311.3%
+148.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -8.3% | -3.4% | -4.8% | -7.7% |
| 30D | -5.7% | -14.4% | +8.8% | -3.2% |
| 3M | +9.1% | -13.6% | +22.7% | +11.5% |
| 6M | +15.2% | +0.6% | +14.7% | +14.2% |
| YTD | -6.3% | -3.6% | -2.7% | -6.6% |
| 1Y | -19.1% | +8.3% | -27.5% | -21.2% |
| 3Y | +8.2% | +204.8% | -196.6% | -16.0% |
| 5Y | +75.6% | +232.9% | -157.3% | +30.5% |
| All | +459.5% | +311.3% | +148.2% | +277.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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