+9.1%
CME vs AJG
-17.2%
+26.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.7% |
| 7D | -1.6% | -8.3% | +6.7% | -0.5% |
| 30D | +5.6% | -5.7% | +11.3% | +6.4% |
| 3M | +5.6% | +9.1% | -3.5% | +4.9% |
| 6M | -8.3% | +15.2% | -23.5% | -9.2% |
| YTD | +4.3% | -6.3% | +10.6% | +6.0% |
| 1Y | +9.1% | -19.1% | +28.2% | +13.3% |
| All | +9.1% | -17.2% | +26.3% | +13.3% |
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