+459.5%
AJG vs SIMO
+605.2%
-145.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.2% | -8.5% | -1.5% |
| 7D | -8.3% | +11.0% | -19.3% | -8.7% |
| 30D | -5.7% | +17.9% | -23.6% | -6.5% |
| 3M | +9.1% | +3.9% | +5.2% | +8.1% |
| 6M | +15.2% | +131.0% | -115.8% | +5.5% |
| YTD | -6.3% | +209.3% | -215.6% | -17.5% |
| 1Y | -19.1% | +223.8% | -242.9% | -29.5% |
| 3Y | +8.2% | +479.2% | -471.0% | -14.1% |
| 5Y | +75.6% | +316.0% | -240.4% | +42.1% |
| All | +459.5% | +605.2% | -145.6% | +284.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling