+292.4%
C vs AJG
+473.1%
-180.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.9% |
| 7D | +0.8% | -8.3% | +9.1% | +5.9% |
| 30D | +0.9% | -5.7% | +6.6% | +4.0% |
| 3M | +1.1% | +9.1% | -8.0% | -6.0% |
| 6M | +28.4% | +15.2% | +13.2% | +14.7% |
| YTD | +20.8% | -6.3% | +27.1% | +21.8% |
| 1Y | +43.4% | -19.1% | +62.6% | +58.5% |
| 3Y | +274.9% | +8.2% | +266.7% | +220.5% |
| 5Y | +136.7% | +75.6% | +61.0% | +30.7% |
| All | +292.4% | +473.1% | -180.7% | -9.9% |
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