+459.5%
AJG vs Z
-2.5%
+462.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -1.7% |
| 7D | -8.3% | -6.0% | -2.2% | -7.6% |
| 30D | -5.7% | -2.3% | -3.4% | -5.5% |
| 3M | +9.1% | -0.6% | +9.7% | +8.9% |
| 6M | +15.2% | -27.6% | +42.8% | +19.0% |
| YTD | -6.3% | -52.4% | +46.1% | +1.3% |
| 1Y | -19.1% | -63.6% | +44.5% | -10.1% |
| 3Y | +8.2% | -36.4% | +44.6% | +9.8% |
| 5Y | +75.6% | -64.6% | +140.2% | +84.2% |
| All | +459.5% | -2.5% | +462.0% | +357.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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