+6,651.5%
CME vs AJG
+1,613.4%
+5,038.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.0% | +0.7% |
| 7D | -0.6% | -7.4% | +6.7% | +3.5% |
| 30D | +4.7% | -3.0% | +7.7% | +6.1% |
| 3M | +7.8% | +12.8% | -5.0% | 0.0% |
| 6M | -11.0% | +12.8% | -23.8% | -18.1% |
| YTD | +4.0% | -4.7% | +8.8% | +4.1% |
| 1Y | +9.1% | -17.2% | +26.3% | +17.6% |
| 3Y | +52.3% | +10.2% | +42.1% | +35.2% |
| 5Y | +76.1% | +76.9% | -0.8% | +14.7% |
| 10Y | +280.6% | +480.5% | -199.9% | +20.4% |
| All | +6,651.5% | +1,613.4% | +5,038.1% | +1,112.0% |
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