+3.4%
EXC vs AJG
+19.3%
-16.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.5% | -3.8% | +0.8% |
| 7D | +3.3% | +10.7% | -7.5% | +1.8% |
| 30D | +13.3% | +26.9% | -13.6% | +10.0% |
| 3M | +1.8% | +16.6% | -14.7% | -0.3% |
| 6M | +1.1% | +40.1% | -39.0% | -2.3% |
| YTD | +9.0% | +12.4% | -3.4% | +6.8% |
| 1Y | +3.4% | +15.9% | -12.6% | +0.7% |
| All | +3.4% | +19.3% | -16.0% | +0.7% |
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