+47.0%
CVX vs AJG
+19.3%
+27.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.5% | -9.1% | -4.0% |
| 7D | -5.3% | +10.7% | -16.1% | -6.0% |
| 30D | +5.1% | +26.9% | -21.8% | +3.2% |
| 3M | +14.9% | +16.6% | -1.6% | +13.4% |
| 6M | +14.9% | +40.1% | -25.3% | +11.3% |
| YTD | +46.3% | +12.4% | +33.9% | +47.1% |
| 1Y | +47.0% | +15.9% | +31.1% | +47.3% |
| All | +47.0% | +19.3% | +27.7% | +47.3% |
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