+35.3%
APH vs AJG
-16.2%
+51.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.5% |
| 7D | -2.2% | -8.5% | +6.3% | -5.3% |
| 30D | -4.0% | -3.8% | -0.3% | -5.1% |
| 3M | +7.7% | +10.8% | -3.1% | +11.8% |
| 6M | +17.8% | +15.6% | +2.2% | +23.7% |
| YTD | +19.2% | -5.1% | +24.3% | +15.1% |
| All | +35.3% | -16.2% | +51.4% | +29.9% |
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