+6,577.3%
FIX vs AJG
+473.1%
+6,104.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +6.8% |
| 7D | +5.0% | -8.3% | +13.3% | +9.0% |
| 30D | -2.7% | -5.7% | +3.0% | -0.7% |
| 3M | -8.2% | +9.1% | -17.3% | -15.1% |
| 6M | +20.3% | +15.2% | +5.0% | +6.6% |
| YTD | +81.4% | -6.3% | +87.7% | +78.4% |
| 1Y | +121.5% | -19.1% | +140.6% | +137.0% |
| 3Y | +807.4% | +8.2% | +799.2% | +648.8% |
| 5Y | +2,306.7% | +75.6% | +2,231.1% | +1,221.6% |
| All | +6,577.3% | +473.1% | +6,104.2% | +1,522.7% |
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