+7,325.5%
CI vs AJG
+11,671.2%
-4,345.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -0.4% |
| 7D | -2.0% | -3.8% | +1.8% | -0.7% |
| 30D | -1.8% | +1.6% | -3.4% | -2.5% |
| 3M | -4.2% | +18.6% | -22.9% | -10.2% |
| 6M | +2.7% | +10.9% | -8.2% | -1.8% |
| YTD | +1.9% | -2.0% | +3.9% | +1.3% |
| 1Y | -6.3% | -14.9% | +8.7% | -2.1% |
| 3Y | +3.9% | +13.4% | -9.6% | -3.5% |
| 5Y | +41.9% | +83.2% | -41.4% | +10.1% |
| 10Y | +140.4% | +484.3% | -343.9% | +27.4% |
| All | +7,325.5% | +11,671.2% | -4,345.8% | +1,741.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling