+7,031.0%
AJG vs SPG
+5,191.1%
+1,839.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -8.5% | -2.2% | -6.3% | -8.0% |
| 30D | -3.8% | -5.8% | +2.0% | -2.3% |
| 3M | +10.8% | -2.8% | +13.6% | +11.6% |
| 6M | +15.6% | +8.9% | +6.7% | +13.0% |
| YTD | -5.1% | +14.3% | -19.4% | -8.4% |
| 1Y | -16.0% | +19.5% | -35.5% | -19.8% |
| 3Y | +9.7% | +106.9% | -97.1% | -9.7% |
| 5Y | +77.8% | +108.7% | -30.9% | +44.1% |
| 10Y | +478.2% | +63.8% | +414.4% | +354.0% |
| All | +7,031.0% | +5,191.1% | +1,839.9% | +2,689.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling