+8.2%
AJG vs SBAC
-9.4%
+17.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.5% | -1.6% |
| 7D | -8.3% | -2.1% | -6.2% | -8.0% |
| 30D | -5.7% | +2.0% | -7.7% | -6.0% |
| 3M | +9.1% | -8.3% | +17.4% | +10.2% |
| 6M | +15.2% | +0.3% | +14.9% | +14.5% |
| YTD | -6.3% | -2.2% | -4.1% | -6.5% |
| 1Y | -19.1% | -4.6% | -14.5% | -19.0% |
| 3Y | +8.2% | -8.3% | +16.5% | +7.8% |
| All | +8.2% | -9.4% | +17.6% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling