+38.1%
F vs AJG
+8.2%
+29.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.9% | +0.7% |
| 7D | -4.4% | -8.3% | +3.8% | -4.1% |
| 30D | +1.0% | -5.7% | +6.7% | +1.2% |
| 3M | -4.0% | +9.1% | -13.1% | -4.1% |
| 6M | +18.1% | +15.2% | +2.9% | +17.7% |
| YTD | +10.2% | -6.3% | +16.5% | +12.6% |
| 1Y | +24.3% | -19.1% | +43.4% | +29.8% |
| 3Y | +38.1% | +8.2% | +29.8% | +38.4% |
| All | +38.1% | +8.2% | +29.9% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling