-40.6%
FIS vs AJG
+473.1%
-513.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.9% |
| 7D | -7.9% | -8.3% | +0.4% | -3.0% |
| 30D | -8.0% | -5.7% | -2.3% | -4.8% |
| 3M | +0.6% | +9.1% | -8.5% | -4.6% |
| 6M | -22.2% | +15.2% | -37.4% | -28.6% |
| YTD | -40.8% | -6.3% | -34.5% | -39.1% |
| 1Y | -41.5% | -19.1% | -22.4% | -34.8% |
| 3Y | -25.5% | +8.2% | -33.7% | -33.4% |
| 5Y | -64.8% | +75.6% | -140.4% | -78.2% |
| All | -40.6% | +473.1% | -513.7% | -80.5% |
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