+75.2%
AJG vs XHB
+33.0%
+42.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.6% |
| 7D | -8.3% | -4.6% | -3.6% | -7.2% |
| 30D | -5.7% | -9.1% | +3.5% | -3.5% |
| 3M | +9.1% | -8.6% | +17.6% | +11.1% |
| 6M | +15.2% | -4.0% | +19.2% | +15.4% |
| YTD | -6.3% | -3.9% | -2.4% | -6.5% |
| 1Y | -19.1% | -16.5% | -2.6% | -16.2% |
| 3Y | +8.2% | +22.6% | -14.3% | -4.3% |
| All | +75.2% | +33.0% | +42.2% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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