+219.2%
CVX vs AJG
+473.1%
-253.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.2% |
| 7D | +2.6% | -8.3% | +10.9% | +6.9% |
| 30D | +9.8% | -5.7% | +15.5% | +12.6% |
| 3M | +16.2% | +9.1% | +7.1% | +10.0% |
| 6M | +13.6% | +15.2% | -1.6% | +3.8% |
| YTD | +44.4% | -6.3% | +50.7% | +46.0% |
| 1Y | +40.6% | -19.1% | +59.7% | +53.3% |
| 3Y | +48.2% | +8.2% | +40.0% | +29.4% |
| 5Y | +172.3% | +75.6% | +96.6% | +60.3% |
| All | +219.2% | +473.1% | -253.9% | -1.2% |
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