+118.8%
AJG vs ROIV
+288.8%
-170.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -8.3% | +16.9% | -25.1% | -8.8% |
| 30D | -5.7% | +12.9% | -18.6% | -6.1% |
| 3M | +9.1% | +37.3% | -28.2% | +7.6% |
| 6M | +15.2% | +38.0% | -22.8% | +13.5% |
| YTD | -6.3% | +88.1% | -94.4% | -9.2% |
| 1Y | -19.1% | +183.3% | -202.4% | -23.3% |
| 3Y | +8.2% | +254.6% | -246.4% | +0.7% |
| 5Y | +75.6% | +309.8% | -234.2% | +54.3% |
| All | +118.8% | +288.8% | -170.0% | +92.6% |
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