+77.8%
AJG vs RL
+223.8%
-145.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -8.5% | -2.2% | -6.3% | -8.2% |
| 30D | -3.8% | -15.3% | +11.6% | -1.7% |
| 3M | +10.8% | -10.3% | +21.2% | +12.1% |
| 6M | +15.6% | -2.2% | +17.9% | +15.2% |
| YTD | -5.1% | -4.3% | -0.8% | -5.4% |
| 1Y | -16.0% | +8.9% | -24.9% | -17.9% |
| 3Y | +9.7% | +201.4% | -191.7% | -12.6% |
| 5Y | +77.8% | +230.6% | -152.7% | +35.0% |
| All | +77.8% | +223.8% | -145.9% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling