+10.0%
AJG vs SUI
+10.9%
-0.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.5% |
| 7D | -7.4% | -4.3% | -3.1% | -6.4% |
| 30D | -3.0% | -2.1% | -0.8% | -2.4% |
| 3M | +12.8% | -6.1% | +18.9% | +14.6% |
| 6M | +12.8% | -12.8% | +25.6% | +16.2% |
| YTD | -4.7% | -4.6% | -0.1% | -3.6% |
| 1Y | -17.2% | -7.7% | -9.5% | -15.7% |
| All | +10.0% | +10.9% | -0.9% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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