+75.2%
AJG vs SPY
+82.3%
-7.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.7% |
| 7D | -8.3% | -0.8% | -7.5% | -7.9% |
| 30D | -5.7% | -1.1% | -4.6% | -5.2% |
| 3M | +9.1% | +3.9% | +5.2% | +6.6% |
| 6M | +15.2% | +13.6% | +1.6% | +6.6% |
| YTD | -6.3% | +12.7% | -19.0% | -13.0% |
| 1Y | -19.1% | +17.5% | -36.6% | -27.0% |
| 3Y | +8.2% | +76.9% | -68.7% | -28.4% |
| All | +75.2% | +82.3% | -7.1% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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