+2,872.1%
FITB vs AJG
+11,290.2%
-8,418.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | -1.0% | -8.5% | +7.5% | +4.1% |
| 30D | -5.5% | -3.8% | -1.7% | -3.8% |
| 3M | +4.1% | +10.8% | -6.7% | -3.1% |
| 6M | +18.7% | +15.6% | +3.1% | +7.2% |
| YTD | +18.2% | -5.1% | +23.3% | +18.4% |
| 1Y | +23.7% | -16.0% | +39.7% | +32.3% |
| 3Y | +130.8% | +9.7% | +121.0% | +104.1% |
| 5Y | +69.8% | +77.8% | -8.0% | +11.4% |
| 10Y | +287.4% | +478.2% | -190.9% | +34.8% |
| All | +2,872.1% | +11,290.2% | -8,418.1% | +347.6% |
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