+49.3%
F vs AJG
+75.6%
-26.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.3% |
| 7D | -3.7% | -8.5% | +4.8% | -1.1% |
| 30D | -0.7% | -3.8% | +3.1% | +0.3% |
| 3M | -1.9% | +10.8% | -12.7% | -5.5% |
| 6M | +16.1% | +15.6% | +0.5% | +9.6% |
| YTD | +9.5% | -5.1% | +14.6% | +11.3% |
| 1Y | +27.2% | -16.0% | +43.2% | +36.0% |
| 3Y | +36.3% | +9.7% | +26.5% | +19.2% |
| 5Y | +49.3% | +77.8% | -28.6% | -8.3% |
| All | +49.3% | +75.6% | -26.3% | -8.3% |
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 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