+2,343.9%
EXC vs AJG
+11,335.6%
-8,991.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.1% |
| 7D | +0.3% | -7.4% | +7.7% | +2.2% |
| 30D | -0.9% | -3.0% | +2.1% | -0.2% |
| 3M | -2.7% | +12.8% | -15.5% | -5.8% |
| 6M | -9.4% | +12.8% | -22.2% | -12.5% |
| YTD | +3.0% | -4.7% | +7.8% | +3.3% |
| 1Y | +5.1% | -17.2% | +22.3% | +8.9% |
| 3Y | +20.6% | +10.2% | +10.4% | +15.8% |
| 5Y | +45.7% | +76.9% | -31.2% | +23.9% |
| 10Y | +160.8% | +480.5% | -319.7% | +75.2% |
| All | +2,343.9% | +11,335.6% | -8,991.7% | +1,144.0% |
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