+75.2%
AJG vs SPXS
-86.0%
+161.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.7% |
| 7D | -8.3% | +2.5% | -10.8% | -7.8% |
| 30D | -5.7% | +4.2% | -9.9% | -4.9% |
| 3M | +9.1% | -9.3% | +18.4% | +7.3% |
| 6M | +15.2% | -30.7% | +45.9% | +7.9% |
| YTD | -6.3% | -28.1% | +21.8% | -11.4% |
| 1Y | -19.1% | -35.1% | +15.9% | -25.0% |
| 3Y | +8.2% | -79.6% | +87.8% | -19.5% |
| All | +75.2% | -86.0% | +161.2% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling