+18.6%
DIA vs AJG
-12.9%
+31.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | -0.2% | -1.8% | +1.6% | -0.1% |
| 30D | -1.5% | +4.6% | -6.2% | -1.7% |
| 3M | +3.8% | +24.9% | -21.2% | +2.6% |
| 6M | +10.3% | +17.2% | -6.9% | +9.4% |
| YTD | +12.1% | +2.2% | +9.9% | +12.5% |
| 1Y | +18.6% | -11.5% | +30.2% | +20.8% |
| All | +18.6% | -12.9% | +31.5% | +20.8% |
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 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