+9,132.2%
AJG vs SPY
+3,059.5%
+6,072.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.6% |
| 7D | -7.4% | -0.4% | -7.0% | -7.2% |
| 30D | -3.0% | -1.4% | -1.6% | -2.2% |
| 3M | +12.8% | +3.7% | +9.1% | +9.9% |
| 6M | +12.8% | +13.0% | -0.2% | +3.9% |
| YTD | -4.7% | +12.4% | -17.1% | -12.1% |
| 1Y | -17.2% | +18.5% | -35.7% | -26.3% |
| 3Y | +10.2% | +77.6% | -67.4% | -25.1% |
| 5Y | +76.9% | +81.7% | -4.8% | +18.4% |
| 10Y | +480.5% | +319.7% | +160.9% | +137.5% |
| All | +9,132.2% | +3,059.5% | +6,072.7% | +1,501.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling