+8.2%
AJG vs WY
-24.8%
+33.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -8.3% | -4.2% | -4.1% | -7.6% |
| 30D | -5.7% | -10.1% | +4.4% | -4.0% |
| 3M | +9.1% | -8.5% | +17.6% | +10.5% |
| 6M | +15.2% | -3.3% | +18.6% | +15.4% |
| YTD | -6.3% | -4.4% | -1.9% | -6.1% |
| 1Y | -19.1% | -11.5% | -7.6% | -18.0% |
| 3Y | +8.2% | -24.3% | +32.5% | +13.6% |
| All | +8.2% | -24.8% | +33.0% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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