+15.9%
AJG vs RSG
+19.1%
-3.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.4% | +4.8% |
| 7D | +10.7% | +5.1% | +5.6% | +7.4% |
| 30D | +26.9% | +15.3% | +11.6% | +17.2% |
| 3M | +16.6% | +18.2% | -1.6% | +6.7% |
| 6M | +40.1% | +19.2% | +21.0% | +28.7% |
| YTD | +12.4% | +16.8% | -4.4% | +2.4% |
| 1Y | +15.9% | +19.2% | -3.2% | +4.8% |
| All | +15.9% | +19.1% | -3.2% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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