+2,234.6%
ICE vs AJG
+1,392.2%
+842.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -5.3% | -8.5% | +3.2% | 0.0% |
| 30D | +3.0% | -3.8% | +6.8% | +5.3% |
| 3M | +11.4% | +10.8% | +0.6% | +3.7% |
| 6M | -2.0% | +15.6% | -17.7% | -11.7% |
| YTD | -3.1% | -5.1% | +2.0% | -2.0% |
| 1Y | -8.4% | -16.0% | +7.7% | -0.4% |
| 3Y | +40.7% | +9.7% | +31.0% | +24.3% |
| 5Y | +40.0% | +77.8% | -37.9% | -12.3% |
| 10Y | +213.5% | +478.2% | -264.7% | -17.4% |
| All | +2,234.6% | +1,392.2% | +842.4% | +191.1% |
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