+157.6%
AJG vs ROIV
+276.5%
-118.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.1% |
| 7D | +0.5% | +1.7% | -1.2% | +0.4% |
| 30D | +19.4% | +17.6% | +1.8% | +18.7% |
| 3M | +11.9% | +9.0% | +3.0% | +11.5% |
| 6M | +48.3% | +35.3% | +13.0% | +46.1% |
| YTD | +10.3% | +82.2% | -71.8% | +7.0% |
| 1Y | +11.5% | +92.3% | -80.8% | +7.8% |
| 3Y | +17.5% | +336.8% | -319.2% | +8.4% |
| 5Y | +79.8% | +370.6% | -290.8% | +56.0% |
| All | +157.6% | +276.5% | -118.9% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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