+459.5%
AJG vs SPG
+64.5%
+395.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -8.3% | -1.2% | -7.1% | -8.0% |
| 30D | -5.7% | -6.1% | +0.5% | -4.3% |
| 3M | +9.1% | -3.6% | +12.7% | +10.0% |
| 6M | +15.2% | +10.4% | +4.8% | +12.6% |
| YTD | -6.3% | +14.4% | -20.7% | -9.1% |
| 1Y | -19.1% | +16.5% | -35.7% | -21.9% |
| 3Y | +8.2% | +106.8% | -98.6% | -8.6% |
| 5Y | +75.6% | +108.9% | -33.3% | +46.3% |
| All | +459.5% | +64.5% | +395.0% | +390.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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