+361.5%
ALL vs AJG
+473.1%
-111.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.5% |
| 7D | -2.3% | -8.3% | +6.0% | +2.9% |
| 30D | -0.4% | -5.7% | +5.3% | +2.9% |
| 3M | +16.0% | +9.1% | +6.9% | +9.5% |
| 6M | +24.6% | +15.2% | +9.4% | +13.0% |
| YTD | +23.7% | -6.3% | +30.0% | +26.6% |
| 1Y | +27.7% | -19.1% | +46.8% | +43.2% |
| 3Y | +150.2% | +8.2% | +142.0% | +129.7% |
| 5Y | +117.1% | +75.6% | +41.4% | +40.8% |
| All | +361.5% | +473.1% | -111.6% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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