+1,082.3%
APH vs AJG
+473.1%
+609.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +5.1% |
| 7D | +1.4% | -8.3% | +9.6% | +4.9% |
| 30D | -1.2% | -5.7% | +4.4% | +0.8% |
| 3M | +10.3% | +9.1% | +1.2% | +4.2% |
| 6M | +25.2% | +15.2% | +10.0% | +14.6% |
| YTD | +24.6% | -6.3% | +30.9% | +24.3% |
| 1Y | +41.4% | -19.1% | +60.6% | +51.2% |
| 3Y | +297.8% | +8.2% | +289.6% | +242.1% |
| 5Y | +366.0% | +75.6% | +290.4% | +189.1% |
| All | +1,082.3% | +473.1% | +609.2% | +299.0% |
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