+34.1%
FITB vs AJG
+19.3%
+14.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.0% | +0.7% |
| 7D | +2.3% | +10.7% | -8.4% | +1.0% |
| 30D | +7.7% | +26.9% | -19.2% | +4.5% |
| 3M | -4.5% | +16.6% | -21.1% | -6.5% |
| 6M | +12.5% | +40.1% | -27.6% | +6.5% |
| YTD | +19.8% | +12.4% | +7.3% | +15.8% |
| 1Y | +34.1% | +15.9% | +18.2% | +28.8% |
| All | +34.1% | +19.3% | +14.8% | +28.8% |
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