+14,232.0%
DE vs AJG
+11,150.2%
+3,081.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -2.6% | -8.3% | +5.7% | +0.3% |
| 30D | +9.0% | -5.7% | +14.7% | +11.1% |
| 3M | +19.1% | +9.1% | +10.1% | +14.9% |
| 6M | +14.4% | +15.2% | -0.8% | +7.7% |
| YTD | +45.9% | -6.3% | +52.2% | +46.6% |
| 1Y | +43.6% | -19.1% | +62.7% | +51.3% |
| 3Y | +75.9% | +8.2% | +67.7% | +64.9% |
| 5Y | +98.8% | +75.6% | +23.1% | +56.2% |
| 10Y | +861.4% | +471.1% | +390.3% | +421.0% |
| All | +14,232.0% | +11,150.2% | +3,081.8% | +3,484.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling