+395.2%
COR vs AJG
+473.1%
-77.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | -2.8% | -8.3% | +5.4% | +0.9% |
| 30D | +2.6% | -5.7% | +8.2% | +5.1% |
| 3M | +14.5% | +9.1% | +5.4% | +9.8% |
| 6M | -7.8% | +15.2% | -23.0% | -13.8% |
| YTD | -4.2% | -6.3% | +2.1% | -2.8% |
| 1Y | +7.0% | -19.1% | +26.1% | +15.9% |
| 3Y | +85.5% | +8.2% | +77.3% | +69.2% |
| 5Y | +181.2% | +75.6% | +105.6% | +92.0% |
| All | +395.2% | +473.1% | -77.9% | +66.9% |
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 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