+1,550.7%
AJG vs SPXS
-100.0%
+1,650.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.8% |
| 7D | -8.3% | +2.5% | -10.8% | -7.7% |
| 30D | -5.7% | +4.2% | -9.9% | -4.6% |
| 3M | +9.1% | -9.3% | +18.4% | +6.6% |
| 6M | +15.2% | -30.7% | +45.9% | +5.6% |
| YTD | -6.3% | -28.1% | +21.8% | -13.1% |
| 1Y | -19.1% | -35.1% | +15.9% | -26.7% |
| 3Y | +8.2% | -79.6% | +87.8% | -23.2% |
| 5Y | +75.6% | -86.3% | +161.9% | +25.9% |
| 10Y | +471.1% | -99.5% | +570.7% | +117.8% |
| All | +1,550.7% | -100.0% | +1,650.7% | +153.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling