+47.2%
FE vs AJG
+9.5%
+37.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -1.7% | -8.5% | +6.8% | -0.3% |
| 30D | -1.3% | -3.8% | +2.5% | -0.7% |
| 3M | +0.6% | +10.8% | -10.2% | -1.4% |
| 6M | -6.8% | +15.6% | -22.5% | -9.5% |
| YTD | +6.4% | -5.1% | +11.5% | +7.3% |
| 1Y | +11.3% | -16.0% | +27.3% | +15.7% |
| All | +47.2% | +9.5% | +37.7% | +36.2% |
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 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