+75.2%
AJG vs SITM
+187.3%
-112.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.8% | -1.3% |
| 7D | -8.3% | +3.9% | -12.1% | -8.3% |
| 30D | -5.7% | -6.6% | +0.9% | -5.6% |
| 3M | +9.1% | -11.9% | +20.9% | +9.2% |
| 6M | +15.2% | +81.1% | -65.9% | +11.5% |
| YTD | -6.3% | +80.0% | -86.3% | -9.7% |
| 1Y | -19.1% | +145.8% | -165.0% | -23.8% |
| 3Y | +8.2% | +475.9% | -467.7% | -8.0% |
| All | +75.2% | +187.3% | -112.1% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling