+6.3%
FE vs AJG
+19.3%
-13.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.4% |
| 7D | +1.7% | +10.7% | -9.1% | +1.0% |
| 30D | +8.1% | +26.9% | -18.8% | +6.7% |
| 3M | -1.3% | +16.6% | -17.9% | -2.2% |
| 6M | +2.9% | +40.1% | -37.2% | +1.7% |
| YTD | +8.6% | +12.4% | -3.9% | +6.4% |
| 1Y | +6.3% | +15.9% | -9.6% | +4.2% |
| All | +6.3% | +19.3% | -13.0% | +4.2% |
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