+32.1%
CL vs AJG
+19.3%
+12.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.5% | -2.2% | +1.9% |
| 7D | +7.7% | +10.7% | -3.0% | +5.1% |
| 30D | +15.2% | +26.9% | -11.7% | +9.4% |
| 3M | +7.3% | +16.6% | -9.2% | +3.6% |
| 6M | +17.0% | +40.1% | -23.1% | +10.1% |
| YTD | +28.0% | +12.4% | +15.5% | +24.4% |
| 1Y | +32.1% | +15.9% | +16.2% | +27.7% |
| All | +32.1% | +19.3% | +12.8% | +27.7% |
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