+1,640.7%
AJG vs SPXU
-100.0%
+1,740.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | +0.1% |
| 7D | -8.5% | +6.4% | -14.9% | -7.0% |
| 30D | -3.8% | +5.9% | -9.7% | -2.3% |
| 3M | +10.8% | -11.7% | +22.5% | +7.5% |
| 6M | +15.6% | -28.7% | +44.3% | +6.6% |
| YTD | -5.1% | -26.4% | +21.2% | -11.6% |
| 1Y | -16.0% | -35.2% | +19.2% | -24.2% |
| 3Y | +9.7% | -79.8% | +89.5% | -23.1% |
| 5Y | +77.8% | -86.1% | +163.9% | +26.8% |
| 10Y | +478.2% | -99.5% | +577.8% | +112.9% |
| All | +1,640.7% | -100.0% | +1,740.7% | +190.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling