+571.6%
FE vs AJG
+6,296.0%
-5,724.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +0.4% |
| 7D | +0.6% | -4.0% | +4.7% | +1.7% |
| 30D | -2.1% | +1.3% | -3.5% | -2.6% |
| 3M | +2.6% | +18.3% | -15.7% | -2.2% |
| 6M | -6.8% | +10.6% | -17.4% | -9.9% |
| YTD | +6.9% | -2.2% | +9.1% | +6.3% |
| 1Y | +11.6% | -15.2% | +26.7% | +15.0% |
| 3Y | +47.7% | +13.1% | +34.6% | +39.7% |
| 5Y | +46.2% | +82.8% | -36.5% | +20.7% |
| 10Y | +109.2% | +482.7% | -373.5% | +32.0% |
| All | +571.6% | +6,296.0% | -5,724.4% | +178.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling