+151.7%
HYG vs AJG
+1,375.7%
-1,224.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -0.7% | -8.3% | +7.6% | +0.6% |
| 30D | -0.7% | -5.7% | +4.9% | +0.1% |
| 3M | -0.2% | +9.1% | -9.3% | -1.9% |
| 6M | +1.4% | +15.2% | -13.8% | -1.3% |
| YTD | +1.5% | -6.3% | +7.7% | +1.9% |
| 1Y | +2.9% | -19.1% | +22.0% | +5.8% |
| 3Y | +25.6% | +8.2% | +17.4% | +21.5% |
| 5Y | +18.6% | +75.6% | -57.1% | +4.1% |
| 10Y | +55.7% | +471.1% | -415.4% | +10.8% |
| All | +151.7% | +1,375.7% | -1,224.0% | +54.0% |
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