+132.3%
HON vs AJG
+473.1%
-340.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.7% |
| 7D | -3.5% | -8.3% | +4.8% | +0.6% |
| 30D | -13.8% | -5.7% | -8.1% | -11.6% |
| 3M | -11.7% | +9.1% | -20.8% | -16.7% |
| 6M | -18.7% | +15.2% | -33.9% | -26.1% |
| YTD | +0.2% | -6.3% | +6.5% | +1.1% |
| 1Y | -3.1% | -19.1% | +16.1% | +5.7% |
| 3Y | +17.0% | +8.2% | +8.7% | +3.6% |
| 5Y | +2.0% | +75.6% | -73.6% | -35.7% |
| All | +132.3% | +473.1% | -340.8% | -26.9% |
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 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