+15.9%
AJG vs SIMO
+94.5%
-78.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -9.6% | +15.0% | +3.9% |
| 7D | +10.7% | -16.9% | +27.6% | +8.0% |
| 30D | +26.9% | -35.4% | +62.3% | +20.0% |
| 3M | +16.6% | -31.9% | +48.4% | +12.3% |
| 6M | +40.1% | -19.3% | +59.4% | +38.3% |
| YTD | +12.4% | +98.5% | -86.0% | +23.3% |
| 1Y | +15.9% | +100.5% | -84.6% | +26.9% |
| All | +15.9% | +94.5% | -78.5% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling