+287.5%
CAH vs AJG
+473.1%
-185.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 7D | -5.1% | -8.3% | +3.2% | -1.5% |
| 30D | +0.2% | -5.7% | +5.9% | +2.6% |
| 3M | +6.3% | +9.1% | -2.8% | +1.6% |
| 6M | +9.4% | +15.2% | -5.8% | +1.6% |
| YTD | +15.0% | -6.3% | +21.3% | +16.2% |
| 1Y | +55.4% | -19.1% | +74.6% | +68.2% |
| 3Y | +173.8% | +8.2% | +165.6% | +150.9% |
| 5Y | +395.2% | +75.6% | +319.6% | +244.7% |
| All | +287.5% | +473.1% | -185.6% | +41.0% |
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