+65.1%
CSX vs AJG
+77.5%
-12.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.4% |
| 7D | -0.6% | -7.4% | +6.8% | +1.7% |
| 30D | -3.2% | -3.0% | -0.3% | -2.5% |
| 3M | +2.6% | +12.8% | -10.3% | -1.9% |
| 6M | +19.8% | +12.8% | +7.0% | +14.2% |
| YTD | +34.7% | -4.7% | +39.4% | +35.8% |
| 1Y | +52.1% | -17.2% | +69.3% | +62.0% |
| 3Y | +68.4% | +10.2% | +58.2% | +52.1% |
| 5Y | +65.1% | +76.9% | -11.8% | +11.4% |
| All | +65.1% | +77.5% | -12.4% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling