+11.5%
AJG vs ROIV
+87.6%
-76.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +1.9% |
| 7D | +0.5% | +1.7% | -1.2% | +0.7% |
| 30D | +19.4% | +17.6% | +1.8% | +21.4% |
| 3M | +11.9% | +9.0% | +3.0% | +13.5% |
| 6M | +48.3% | +35.3% | +13.0% | +52.3% |
| YTD | +10.3% | +82.2% | -71.8% | +14.8% |
| 1Y | +11.5% | +92.3% | -80.8% | +12.6% |
| All | +11.5% | +87.6% | -76.1% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling