+851.5%
DE vs AJG
+473.1%
+378.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -2.6% | -8.3% | +5.7% | +1.4% |
| 30D | +9.0% | -5.7% | +14.7% | +11.9% |
| 3M | +19.1% | +9.1% | +10.1% | +13.0% |
| 6M | +14.4% | +15.2% | -0.8% | +4.7% |
| YTD | +45.9% | -6.3% | +52.2% | +47.4% |
| 1Y | +43.6% | -19.1% | +62.7% | +56.4% |
| 3Y | +75.9% | +8.2% | +67.7% | +55.2% |
| 5Y | +98.8% | +75.6% | +23.1% | +23.9% |
| All | +851.5% | +473.1% | +378.4% | +181.0% |
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