+47.4%
CI vs AJG
+74.4%
-27.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.4% |
| 7D | -0.1% | -8.3% | +8.2% | +2.8% |
| 30D | +1.8% | -5.7% | +7.4% | +3.6% |
| 3M | -4.2% | +9.1% | -13.3% | -7.3% |
| 6M | +8.8% | +15.2% | -6.4% | +3.1% |
| YTD | +3.7% | -6.3% | +10.0% | +5.6% |
| 1Y | -6.1% | -19.1% | +13.0% | +1.0% |
| 3Y | +4.5% | +8.2% | -3.8% | -2.5% |
| All | +47.4% | +74.4% | -27.0% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling