+11,552.3%
AJG vs STT
+7,281.4%
+4,270.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.8% |
| 7D | -3.8% | +2.2% | -5.9% | -4.2% |
| 30D | +1.6% | +3.9% | -2.3% | +0.8% |
| 3M | +18.6% | +19.2% | -0.5% | +14.0% |
| 6M | +10.9% | +60.4% | -49.5% | 0.0% |
| YTD | -2.0% | +51.5% | -53.4% | -10.7% |
| 1Y | -14.9% | +76.3% | -91.2% | -25.1% |
| 3Y | +13.4% | +200.7% | -187.3% | -11.7% |
| 5Y | +83.2% | +157.5% | -74.2% | +44.8% |
| 10Y | +484.3% | +262.0% | +222.3% | +316.4% |
| All | +11,552.3% | +7,281.4% | +4,270.9% | +5,204.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling