+459.5%
AJG vs SBAC
+87.1%
+372.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.5% | -1.9% |
| 7D | -8.3% | -2.1% | -6.2% | -7.7% |
| 30D | -5.7% | +2.0% | -7.7% | -6.2% |
| 3M | +9.1% | -8.3% | +17.4% | +11.6% |
| 6M | +15.2% | +0.3% | +14.9% | +13.6% |
| YTD | -6.3% | -2.2% | -4.1% | -7.2% |
| 1Y | -19.1% | -4.6% | -14.5% | -19.3% |
| 3Y | +8.2% | -8.3% | +16.5% | +6.7% |
| 5Y | +75.6% | -42.8% | +118.5% | +102.2% |
| All | +459.5% | +87.1% | +372.4% | +399.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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