+459.5%
AJG vs URA
+346.2%
+113.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.0% | -0.8% |
| 7D | -8.3% | -5.5% | -2.8% | -7.6% |
| 30D | -5.7% | -3.7% | -2.0% | -5.4% |
| 3M | +9.1% | -2.9% | +12.0% | +9.0% |
| 6M | +15.2% | -15.2% | +30.5% | +16.4% |
| YTD | -6.3% | +1.9% | -8.2% | -9.0% |
| 1Y | -19.1% | +6.9% | -26.1% | -23.0% |
| 3Y | +8.2% | +99.6% | -91.4% | -12.3% |
| 5Y | +75.6% | +101.2% | -25.5% | +36.1% |
| All | +459.5% | +346.2% | +113.3% | +201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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