+26.5%
BAC vs AJG
-12.9%
+39.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | +0.6% | -1.8% | +2.4% | +0.8% |
| 30D | -0.9% | +4.6% | -5.5% | -1.4% |
| 3M | +16.3% | +24.9% | -8.6% | +12.1% |
| 6M | +26.0% | +17.2% | +8.8% | +22.4% |
| YTD | +15.2% | +2.2% | +13.0% | +13.9% |
| 1Y | +26.5% | -11.5% | +38.0% | +28.6% |
| All | +26.5% | -12.9% | +39.4% | +28.6% |
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