-2.6%
BA vs AJG
+75.6%
-78.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -2.7% | -8.5% | +5.8% | +0.1% |
| 30D | -12.2% | -3.8% | -8.4% | -11.3% |
| 3M | -2.0% | +10.8% | -12.8% | -6.2% |
| 6M | -6.0% | +15.6% | -21.6% | -11.7% |
| YTD | -5.7% | -5.1% | -0.5% | -4.8% |
| 1Y | -10.0% | -16.0% | +6.0% | -4.4% |
| 3Y | -3.1% | +9.7% | -12.8% | -13.2% |
| 5Y | -2.6% | +77.8% | -80.4% | -39.3% |
| All | -2.6% | +75.6% | -78.2% | -39.3% |
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