+338.5%
COP vs AJG
+473.1%
-134.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.9% |
| 7D | +2.3% | -8.3% | +10.6% | +6.9% |
| 30D | +8.6% | -5.7% | +14.3% | +11.6% |
| 3M | +19.9% | +9.1% | +10.8% | +12.9% |
| 6M | +19.0% | +15.2% | +3.8% | +8.0% |
| YTD | +50.0% | -6.3% | +56.3% | +51.8% |
| 1Y | +50.5% | -19.1% | +69.6% | +65.4% |
| 3Y | +25.2% | +8.2% | +17.0% | +7.9% |
| 5Y | +194.3% | +75.6% | +118.6% | +67.4% |
| All | +338.5% | +473.1% | -134.6% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling