+15.9%
AJG vs SPXU
-30.4%
+46.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.9% | +10.3% | +6.0% |
| 7D | +10.7% | +2.2% | +8.6% | +10.3% |
| 30D | +26.9% | +3.8% | +23.1% | +26.2% |
| 3M | +16.6% | +3.3% | +13.3% | +15.9% |
| 6M | +40.1% | -16.7% | +56.8% | +40.9% |
| YTD | +12.4% | -28.6% | +41.1% | +12.0% |
| 1Y | +15.9% | -30.6% | +46.5% | +15.2% |
| All | +15.9% | -30.4% | +46.3% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling