+295.8%
FTI vs AJG
+473.1%
-177.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.7% |
| 7D | -4.4% | -8.3% | +3.9% | 0.0% |
| 30D | +1.5% | -5.7% | +7.2% | +4.2% |
| 3M | +8.2% | +9.1% | -0.9% | +1.5% |
| 6M | +18.8% | +15.2% | +3.6% | +7.1% |
| YTD | +71.7% | -6.3% | +78.0% | +72.7% |
| 1Y | +90.0% | -19.1% | +109.2% | +108.4% |
| 3Y | +270.5% | +8.2% | +262.3% | +217.6% |
| 5Y | +1,084.5% | +75.6% | +1,008.9% | +580.0% |
| All | +295.8% | +473.1% | -177.3% | +33.7% |
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