+8.2%
AJG vs SPXS
-79.6%
+87.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.4% |
| 7D | -8.3% | +2.5% | -10.8% | -8.1% |
| 30D | -5.7% | +4.2% | -9.9% | -5.4% |
| 3M | +9.1% | -9.3% | +18.4% | +8.3% |
| 6M | +15.2% | -30.7% | +45.9% | +11.5% |
| YTD | -6.3% | -28.1% | +21.8% | -8.9% |
| 1Y | -19.1% | -35.1% | +15.9% | -22.2% |
| 3Y | +8.2% | -79.6% | +87.8% | -10.2% |
| All | +8.2% | -79.6% | +87.8% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 3y: compounded portfolio wealth divided by compounded SPXS 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…
3y analysis · Full analysis span regression · 6 months rolling