+16.4%
APH vs AJG
+19.3%
-2.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +5.5% | -11.6% | -3.5% |
| 7D | -2.4% | +10.7% | -13.1% | +2.6% |
| 30D | -9.5% | +26.9% | -36.4% | +1.1% |
| 3M | -7.6% | +16.6% | -24.2% | +0.3% |
| 6M | +12.4% | +40.1% | -27.7% | +29.5% |
| YTD | +17.5% | +12.4% | +5.1% | +20.3% |
| 1Y | +16.4% | +15.9% | +0.5% | +21.7% |
| All | +16.4% | +19.3% | -2.9% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling