-19.1%
AJG vs SM
+48.5%
-67.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -8.3% | +4.6% | -12.8% | -8.4% |
| 30D | -5.7% | +18.2% | -23.9% | -6.3% |
| 3M | +9.1% | +22.5% | -13.4% | +7.6% |
| 6M | +15.2% | +50.6% | -35.3% | +11.6% |
| YTD | -6.3% | +108.1% | -114.4% | -10.4% |
| 1Y | -19.1% | +46.0% | -65.1% | -22.0% |
| All | -19.1% | +48.5% | -67.6% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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