+9.6%
AJG vs S
+15.8%
-6.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.5% |
| 7D | -8.5% | +0.1% | -8.6% | -8.5% |
| 30D | -3.8% | -11.8% | +8.0% | -3.2% |
| 3M | +10.8% | +33.9% | -23.1% | +8.2% |
| 6M | +15.6% | +40.1% | -24.5% | +12.3% |
| YTD | -5.1% | +32.1% | -37.2% | -7.7% |
| 1Y | -16.0% | +11.0% | -27.1% | -17.7% |
| All | +9.6% | +15.8% | -6.2% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling