+28.8%
DAL vs AJG
-17.2%
+46.1%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.6% |
| 7D | -0.6% | -8.5% | +7.9% | -0.5% |
| 30D | -13.5% | -3.8% | -9.7% | -13.3% |
| 3M | +2.6% | +10.8% | -8.3% | +2.3% |
| 6M | +32.7% | +15.6% | +17.1% | +32.2% |
| YTD | +13.6% | -5.1% | +18.8% | +14.5% |
| 1Y | +28.8% | -16.0% | +44.9% | +32.1% |
| All | +28.8% | -17.2% | +46.1% | +32.1% |
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