+75.2%
AJG vs STLA
-62.8%
+138.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.4% |
| 7D | -8.3% | -2.9% | -5.4% | -8.0% |
| 30D | -5.7% | +0.9% | -6.6% | -5.8% |
| 3M | +9.1% | -21.6% | +30.7% | +11.2% |
| 6M | +15.2% | -21.6% | +36.8% | +17.0% |
| YTD | -6.3% | -50.4% | +44.1% | -0.6% |
| 1Y | -19.1% | -43.6% | +24.5% | -16.0% |
| 3Y | +8.2% | -66.4% | +74.6% | +17.2% |
| All | +75.2% | -62.8% | +138.1% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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