+110.0%
FE vs AJG
+473.1%
-363.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.2% |
| 7D | -1.4% | -8.3% | +6.9% | +2.1% |
| 30D | -1.9% | -5.7% | +3.8% | +0.3% |
| 3M | -0.2% | +9.1% | -9.3% | -4.5% |
| 6M | -7.1% | +15.2% | -22.3% | -13.6% |
| YTD | +6.1% | -6.3% | +12.4% | +7.2% |
| 1Y | +10.1% | -19.1% | +29.2% | +18.6% |
| 3Y | +46.9% | +8.2% | +38.6% | +33.4% |
| 5Y | +50.0% | +75.6% | -25.6% | +2.3% |
| All | +110.0% | +473.1% | -363.1% | -5.9% |
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