+459.5%
AJG vs RUN
+42.2%
+417.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | -8.3% | -3.7% | -4.6% | -8.1% |
| 30D | -5.7% | -13.0% | +7.3% | -5.1% |
| 3M | +9.1% | -31.8% | +40.9% | +10.6% |
| 6M | +15.2% | -32.2% | +47.4% | +16.5% |
| YTD | -6.3% | -53.5% | +47.2% | -4.2% |
| 1Y | -19.1% | -46.5% | +27.4% | -18.3% |
| 3Y | +8.2% | -37.6% | +45.8% | +0.5% |
| 5Y | +75.6% | -80.9% | +156.5% | +72.3% |
| All | +459.5% | +42.2% | +417.3% | +287.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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