-7.2%
AON vs AJG
+8.2%
-15.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.4% | -0.8% |
| 7D | -6.3% | -8.3% | +2.0% | -0.7% |
| 30D | -14.1% | -5.7% | -8.4% | -10.6% |
| 3M | -9.5% | +9.1% | -18.6% | -14.6% |
| 6M | -4.0% | +15.2% | -19.2% | -12.7% |
| YTD | -13.8% | -6.3% | -7.5% | -10.7% |
| 1Y | -18.3% | -19.1% | +0.8% | -7.0% |
| 3Y | -7.2% | +8.2% | -15.4% | -17.8% |
| All | -7.2% | +8.2% | -15.4% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling