-5.5%
CI vs AJG
-12.9%
+7.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | +1.3% | -1.8% | +3.1% | +1.7% |
| 30D | +4.4% | +4.6% | -0.2% | +3.4% |
| 3M | +0.7% | +24.9% | -24.3% | -3.4% |
| 6M | +0.3% | +17.2% | -16.9% | -2.2% |
| YTD | +3.8% | +2.2% | +1.7% | +5.7% |
| 1Y | -5.5% | -11.5% | +6.0% | +1.7% |
| All | -5.5% | -12.9% | +7.4% | +1.7% |
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