+1,470.4%
AJG vs XHB
+157.1%
+1,313.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.5% |
| 7D | -8.5% | -5.2% | -3.3% | -6.7% |
| 30D | -3.8% | -12.1% | +8.4% | +0.9% |
| 3M | +10.8% | -6.2% | +17.0% | +12.9% |
| 6M | +15.6% | -6.7% | +22.3% | +17.2% |
| YTD | -5.1% | -5.5% | +0.3% | -4.6% |
| 1Y | -16.0% | -15.6% | -0.4% | -12.1% |
| 3Y | +9.7% | +22.0% | -12.2% | -3.5% |
| 5Y | +77.8% | +31.8% | +46.0% | +48.7% |
| 10Y | +478.2% | +208.1% | +270.2% | +239.2% |
| All | +1,470.4% | +157.1% | +1,313.4% | +647.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling