+5.8%
CL vs AJG
-17.2%
+23.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | 0.0% | -1.0% |
| 7D | -2.2% | -8.3% | +6.1% | -0.5% |
| 30D | -6.0% | -5.7% | -0.3% | -4.8% |
| 3M | -2.3% | +9.1% | -11.4% | -3.8% |
| 6M | -2.0% | +15.2% | -17.2% | -4.3% |
| YTD | +11.8% | -6.3% | +18.1% | +13.6% |
| 1Y | +5.8% | -19.1% | +25.0% | +9.9% |
| All | +5.8% | -17.2% | +23.0% | +9.9% |
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