-37.1%
DOW vs AJG
+74.4%
-111.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.8% | -1.8% |
| 7D | -1.4% | -8.3% | +6.9% | +0.4% |
| 30D | -3.9% | -5.7% | +1.7% | -2.8% |
| 3M | -12.7% | +9.1% | -21.8% | -14.6% |
| 6M | -13.7% | +15.2% | -28.9% | -16.9% |
| YTD | +28.4% | -6.3% | +34.7% | +30.4% |
| 1Y | +21.8% | -19.1% | +40.9% | +29.0% |
| 3Y | -35.7% | +8.2% | -43.9% | -38.5% |
| All | -37.1% | +74.4% | -111.5% | -50.6% |
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