+75.8%
BA vs AJG
+473.1%
-397.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.5% |
| 7D | -0.8% | -8.3% | +7.4% | +4.7% |
| 30D | -9.0% | -5.7% | -3.3% | -5.9% |
| 3M | -5.0% | +9.1% | -14.1% | -11.9% |
| 6M | -1.7% | +15.2% | -16.9% | -13.2% |
| YTD | -3.1% | -6.3% | +3.2% | -2.3% |
| 1Y | -4.3% | -19.1% | +14.8% | +6.6% |
| 3Y | -0.3% | +8.2% | -8.5% | -16.9% |
| 5Y | +0.1% | +75.6% | -75.6% | -48.4% |
| All | +75.8% | +473.1% | -397.3% | -58.4% |
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