+75.2%
AJG vs S
-69.2%
+144.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -8.3% | -0.7% | -7.6% | -8.2% |
| 30D | -5.7% | -11.4% | +5.8% | -5.0% |
| 3M | +9.1% | +33.8% | -24.7% | +6.2% |
| 6M | +15.2% | +39.5% | -24.3% | +11.5% |
| YTD | -6.3% | +31.7% | -38.0% | -9.0% |
| 1Y | -19.1% | +7.0% | -26.1% | -20.4% |
| 3Y | +8.2% | +11.8% | -3.5% | +4.0% |
| All | +75.2% | -69.2% | +144.4% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling