+46.1%
DE vs AJG
+19.3%
+26.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.5% | -3.9% | +1.6% |
| 7D | +5.6% | +10.7% | -5.1% | +5.6% |
| 30D | -0.8% | +26.9% | -27.7% | -0.4% |
| 3M | +9.8% | +16.6% | -6.7% | +10.3% |
| 6M | +17.5% | +40.1% | -22.6% | +19.7% |
| YTD | +46.5% | +12.4% | +34.0% | +52.9% |
| 1Y | +46.1% | +15.9% | +30.2% | +50.3% |
| All | +46.1% | +19.3% | +26.8% | +50.3% |
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