+459.5%
AJG vs STT
+271.9%
+187.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -8.3% | -0.4% | -7.8% | -8.1% |
| 30D | -5.7% | +1.7% | -7.4% | -6.2% |
| 3M | +9.1% | +17.9% | -8.8% | +3.4% |
| 6M | +15.2% | +55.3% | -40.1% | +0.3% |
| YTD | -6.3% | +52.7% | -59.0% | -18.3% |
| 1Y | -19.1% | +75.7% | -94.8% | -32.6% |
| 3Y | +8.2% | +197.9% | -189.7% | -25.1% |
| 5Y | +75.6% | +158.8% | -83.1% | +22.9% |
| All | +459.5% | +271.9% | +187.6% | +218.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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