+1,633.1%
AJG vs SIMO
+3,544.2%
-1,911.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +6.2% | -10.2% | -4.4% |
| 7D | -3.8% | +14.6% | -18.4% | -4.7% |
| 30D | +1.6% | +6.2% | -4.6% | +0.9% |
| 3M | +18.6% | +3.6% | +15.1% | +17.0% |
| 6M | +10.9% | +130.8% | -119.9% | +1.2% |
| YTD | -2.0% | +195.8% | -197.7% | -12.9% |
| 1Y | -14.9% | +225.0% | -240.0% | -25.3% |
| 3Y | +13.4% | +452.3% | -438.9% | -6.4% |
| 5Y | +83.2% | +303.6% | -220.4% | +52.9% |
| 10Y | +484.3% | +528.8% | -44.5% | +354.2% |
| All | +1,633.1% | +3,544.2% | -1,911.1% | +943.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling