+345.6%
APH vs AJG
+75.6%
+270.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -2.2% | -8.5% | +6.3% | -0.6% |
| 30D | -4.0% | -3.8% | -0.3% | -3.5% |
| 3M | +7.7% | +10.8% | -3.1% | +4.0% |
| 6M | +17.8% | +15.6% | +2.2% | +12.1% |
| YTD | +19.2% | -5.1% | +24.3% | +19.6% |
| 1Y | +35.7% | -16.0% | +51.7% | +42.3% |
| 3Y | +282.9% | +9.7% | +273.2% | +229.2% |
| 5Y | +345.6% | +77.8% | +267.8% | +164.3% |
| All | +345.6% | +75.6% | +270.0% | +164.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling