-19.1%
AJG vs SIMO
+239.1%
-258.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.2% | -8.5% | -0.3% |
| 7D | -8.3% | +11.0% | -19.3% | -6.9% |
| 30D | -5.7% | +17.9% | -23.6% | -3.2% |
| 3M | +9.1% | +3.9% | +5.2% | +11.4% |
| 6M | +15.2% | +131.0% | -115.8% | +27.0% |
| YTD | -6.3% | +209.3% | -215.6% | +6.5% |
| 1Y | -19.1% | +223.8% | -242.9% | -7.4% |
| All | -19.1% | +239.1% | -258.2% | -7.4% |
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