+459.5%
AJG vs SPYG
+424.6%
+34.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.7% |
| 7D | -8.3% | -0.9% | -7.4% | -7.8% |
| 30D | -5.7% | -1.5% | -4.2% | -5.0% |
| 3M | +9.1% | +3.7% | +5.3% | +6.2% |
| 6M | +15.2% | +16.4% | -1.2% | +4.4% |
| YTD | -6.3% | +13.3% | -19.6% | -14.1% |
| 1Y | -19.1% | +17.9% | -37.0% | -27.9% |
| 3Y | +8.2% | +98.3% | -90.1% | -33.8% |
| 5Y | +75.6% | +86.4% | -10.8% | +10.5% |
| All | +459.5% | +424.6% | +34.9% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling