+75.2%
AJG vs SPG
+106.0%
-30.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -8.3% | -1.2% | -7.1% | -8.0% |
| 30D | -5.7% | -6.1% | +0.5% | -3.9% |
| 3M | +9.1% | -3.6% | +12.7% | +10.4% |
| 6M | +15.2% | +10.4% | +4.8% | +11.7% |
| YTD | -6.3% | +14.4% | -20.7% | -10.0% |
| 1Y | -19.1% | +16.5% | -35.7% | -22.8% |
| 3Y | +8.2% | +106.8% | -98.6% | -14.8% |
| All | +75.2% | +106.0% | -30.8% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling