+459.5%
AJG vs TAP
-49.9%
+509.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.6% |
| 7D | -8.3% | -3.9% | -4.4% | -7.3% |
| 30D | -5.7% | -5.3% | -0.4% | -4.3% |
| 3M | +9.1% | -3.8% | +12.9% | +10.1% |
| 6M | +15.2% | -11.4% | +26.6% | +18.4% |
| YTD | -6.3% | -13.7% | +7.4% | -3.4% |
| 1Y | -19.1% | -17.2% | -1.9% | -15.9% |
| 3Y | +8.2% | -33.1% | +41.3% | +17.5% |
| 5Y | +75.6% | +0.8% | +74.9% | +66.0% |
| All | +459.5% | -49.9% | +509.4% | +455.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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