+75.2%
AJG vs TAP
-0.1%
+75.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | -8.3% | -3.9% | -4.4% | -7.5% |
| 30D | -5.7% | -5.3% | -0.4% | -4.7% |
| 3M | +9.1% | -3.8% | +12.9% | +9.9% |
| 6M | +15.2% | -11.4% | +26.6% | +17.5% |
| YTD | -6.3% | -13.7% | +7.4% | -4.3% |
| 1Y | -19.1% | -17.2% | -1.9% | -16.9% |
| 3Y | +8.2% | -33.1% | +41.3% | +15.3% |
| All | +75.2% | -0.1% | +75.3% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling