+9.6%
AJG vs STT
+194.3%
-184.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -8.5% | -1.4% | -7.2% | -8.3% |
| 30D | -3.8% | +2.2% | -5.9% | -4.1% |
| 3M | +10.8% | +18.8% | -8.0% | +7.6% |
| 6M | +15.6% | +57.9% | -42.3% | +6.8% |
| YTD | -5.1% | +51.0% | -56.1% | -11.9% |
| 1Y | -16.0% | +77.1% | -93.2% | -24.4% |
| All | +9.6% | +194.3% | -184.7% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling