+459.5%
AJG vs SAN
+357.1%
+102.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.7% |
| 7D | -8.3% | +0.2% | -8.5% | -8.3% |
| 30D | -5.7% | +0.9% | -6.6% | -5.9% |
| 3M | +9.1% | +19.1% | -10.0% | +4.5% |
| 6M | +15.2% | +33.2% | -18.0% | +7.0% |
| YTD | -6.3% | +29.1% | -35.4% | -12.9% |
| 1Y | -19.1% | +50.2% | -69.4% | -27.8% |
| 3Y | +8.2% | +351.0% | -342.8% | -29.0% |
| 5Y | +75.6% | +394.7% | -319.0% | +8.5% |
| All | +459.5% | +357.1% | +102.4% | +231.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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