-11.5%
AJG vs SIRI
+28.3%
-39.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.1% |
| 7D | -1.8% | +1.6% | -3.4% | -2.1% |
| 30D | +4.6% | -4.7% | +9.4% | +5.4% |
| 3M | +24.9% | +5.3% | +19.6% | +24.7% |
| 6M | +17.2% | +30.5% | -13.3% | +13.9% |
| YTD | +2.2% | +49.6% | -47.5% | -2.5% |
| 1Y | -11.5% | +28.5% | -40.0% | -12.1% |
| All | -11.5% | +28.3% | -39.9% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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