+201.4%
B vs AJG
+473.1%
-271.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | -2.4% | -8.3% | +5.9% | -1.3% |
| 30D | +6.3% | -5.7% | +12.0% | +7.1% |
| 3M | +12.1% | +9.1% | +3.1% | +10.5% |
| 6M | -3.1% | +15.2% | -18.3% | -5.5% |
| YTD | +2.0% | -6.3% | +8.3% | +2.6% |
| 1Y | +51.7% | -19.1% | +70.8% | +56.4% |
| 3Y | +190.5% | +8.2% | +182.3% | +183.8% |
| 5Y | +158.0% | +75.6% | +82.3% | +129.8% |
| All | +201.4% | +473.1% | -271.7% | +207.5% |
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