+459.5%
AJG vs RRX
+228.4%
+231.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -1.9% |
| 7D | -8.3% | -0.3% | -7.9% | -8.2% |
| 30D | -5.7% | -6.1% | +0.5% | -4.7% |
| 3M | +9.1% | -23.1% | +32.1% | +12.8% |
| 6M | +15.2% | -19.5% | +34.7% | +16.4% |
| YTD | -6.3% | +16.1% | -22.4% | -14.3% |
| 1Y | -19.1% | +12.9% | -32.0% | -26.0% |
| 3Y | +8.2% | +7.9% | +0.3% | -5.2% |
| 5Y | +75.6% | +19.1% | +56.5% | +42.9% |
| All | +459.5% | +228.4% | +231.1% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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