+128.9%
AJG vs ROIV
+295.0%
-166.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +18.8% | -22.8% | -4.6% |
| 7D | -3.8% | +20.2% | -23.9% | -4.4% |
| 30D | +1.6% | +14.1% | -12.5% | +1.1% |
| 3M | +18.6% | +45.6% | -27.0% | +16.7% |
| 6M | +10.9% | +44.1% | -33.2% | +9.0% |
| YTD | -2.0% | +91.2% | -93.1% | -5.0% |
| 1Y | -14.9% | +221.3% | -236.2% | -19.9% |
| 3Y | +13.4% | +229.2% | -215.8% | +5.9% |
| 5Y | +83.2% | +316.5% | -233.2% | +60.9% |
| All | +128.9% | +295.0% | -166.1% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling