+2,164.4%
FIX vs AJG
+75.6%
+2,088.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | +0.7% | -8.5% | +9.2% | +1.7% |
| 30D | -5.7% | -3.8% | -1.9% | -5.5% |
| 3M | -7.4% | +10.8% | -18.3% | -10.7% |
| 6M | +15.1% | +15.6% | -0.5% | +9.3% |
| YTD | +70.7% | -5.1% | +75.8% | +72.0% |
| 1Y | +111.9% | -16.0% | +128.0% | +124.1% |
| 3Y | +759.5% | +9.7% | +749.8% | +649.8% |
| 5Y | +2,164.4% | +77.8% | +2,086.6% | +1,313.9% |
| All | +2,164.4% | +75.6% | +2,088.8% | +1,313.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling