+155.8%
EXC vs AJG
+473.1%
-317.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | -1.1% | -8.3% | +7.2% | +2.9% |
| 30D | -3.6% | -5.7% | +2.0% | -1.2% |
| 3M | -4.3% | +9.1% | -13.3% | -8.9% |
| 6M | -9.9% | +15.2% | -25.2% | -17.1% |
| YTD | +1.8% | -6.3% | +8.1% | +3.1% |
| 1Y | +2.9% | -19.1% | +22.0% | +12.1% |
| 3Y | +19.1% | +8.2% | +10.9% | +7.3% |
| 5Y | +44.8% | +75.6% | -30.8% | -6.0% |
| All | +155.8% | +473.1% | -317.3% | +9.3% |
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