+98.6%
DAL vs AJG
+77.5%
+21.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.8% |
| 7D | +0.8% | -7.4% | +8.2% | +3.7% |
| 30D | -11.7% | -3.0% | -8.8% | -10.9% |
| 3M | -2.7% | +12.8% | -15.6% | -8.3% |
| 6M | +30.7% | +12.8% | +17.8% | +22.7% |
| YTD | +14.4% | -4.7% | +19.1% | +15.6% |
| 1Y | +31.2% | -17.2% | +48.4% | +42.0% |
| 3Y | +99.4% | +10.2% | +89.3% | +77.3% |
| 5Y | +98.6% | +76.9% | +21.6% | +19.8% |
| All | +98.6% | +77.5% | +21.1% | +19.8% |
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