-9.5%
ICE vs AJG
-17.2%
+7.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | -2.4% | -8.3% | +5.9% | +0.4% |
| 30D | +4.0% | -5.7% | +9.7% | +6.0% |
| 3M | +13.7% | +9.1% | +4.6% | +10.4% |
| 6M | +0.9% | +15.2% | -14.3% | -3.8% |
| YTD | -2.1% | -6.3% | +4.2% | -1.9% |
| 1Y | -9.5% | -19.1% | +9.6% | -5.6% |
| All | -9.5% | -17.2% | +7.7% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling