+75.2%
AJG vs SPXU
-86.1%
+161.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | 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% | +18.3% | +7.3% |
| 6M | +15.2% | -30.7% | +45.9% | +7.9% |
| YTD | -6.3% | -28.1% | +21.8% | -11.5% |
| 1Y | -19.1% | -35.2% | +16.1% | -25.1% |
| 3Y | +8.2% | -79.9% | +88.2% | -19.8% |
| All | +75.2% | -86.1% | +161.3% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling