+459.5%
AJG vs RRC
+4.9%
+454.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -8.3% | -1.8% | -6.5% | -8.1% |
| 30D | -5.7% | +2.7% | -8.3% | -5.9% |
| 3M | +9.1% | +8.8% | +0.2% | +8.4% |
| 6M | +15.2% | -1.2% | +16.4% | +15.1% |
| YTD | -6.3% | +17.6% | -23.9% | -7.6% |
| 1Y | -19.1% | +18.4% | -37.5% | -20.4% |
| 3Y | +8.2% | +33.1% | -24.9% | +4.8% |
| 5Y | +75.6% | +148.2% | -72.5% | +60.6% |
| All | +459.5% | +4.9% | +454.6% | +390.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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