-1.5%
BAC vs AJG
+19.3%
-20.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.5% | -1.5% | +3.5% |
| 7D | +1.5% | +10.7% | -9.2% | +0.6% |
| 30D | -4.4% | +26.9% | -31.3% | -6.4% |
| 3M | -17.5% | +16.6% | -34.1% | -18.5% |
| 6M | -0.1% | +40.1% | -40.2% | -4.9% |
| YTD | -4.6% | +12.4% | -17.1% | -6.3% |
| 1Y | -1.5% | +15.9% | -17.4% | -3.8% |
| All | -1.5% | +19.3% | -20.8% | -3.8% |
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