+8.2%
AJG vs TROW
+11.3%
-3.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -1.1% |
| 7D | -8.3% | -3.2% | -5.1% | -7.8% |
| 30D | -5.7% | -4.6% | -1.1% | -5.0% |
| 3M | +9.1% | -0.7% | +9.7% | +9.2% |
| 6M | +15.2% | +22.2% | -7.0% | +11.9% |
| YTD | -6.3% | +6.6% | -12.9% | -7.4% |
| 1Y | -19.1% | +5.8% | -24.9% | -20.0% |
| 3Y | +8.2% | +11.6% | -3.4% | +8.0% |
| All | +8.2% | +11.3% | -3.1% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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