+459.5%
AJG vs SNY
+64.5%
+395.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -8.3% | -3.3% | -4.9% | -7.3% |
| 30D | -5.7% | -2.2% | -3.5% | -5.0% |
| 3M | +9.1% | -3.0% | +12.1% | +10.1% |
| 6M | +15.2% | +2.7% | +12.5% | +14.1% |
| YTD | -6.3% | -6.8% | +0.6% | -4.7% |
| 1Y | -19.1% | -5.3% | -13.9% | -18.3% |
| 3Y | +8.2% | -9.8% | +18.0% | +8.3% |
| 5Y | +75.6% | +9.7% | +66.0% | +60.1% |
| All | +459.5% | +64.5% | +395.0% | +351.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling