+17.6%
AJG vs SITM
+44.3%
-26.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -9.4% | +14.8% | +4.2% |
| 7D | +10.7% | -19.5% | +30.3% | +8.0% |
| 30D | +26.9% | -43.2% | +70.1% | +19.4% |
| 3M | +16.6% | -30.8% | +47.4% | +12.9% |
| 6M | +40.1% | -28.6% | +68.7% | +37.1% |
| YTD | +12.4% | +14.2% | -1.7% | +15.6% |
| All | +17.6% | +44.3% | -26.7% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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