+1,054.0%
IJH vs AJG
+2,535.8%
-1,481.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | -1.9% | -8.3% | +6.4% | +1.7% |
| 30D | -4.6% | -5.7% | +1.0% | -2.5% |
| 3M | -1.2% | +9.1% | -10.2% | -5.7% |
| 6M | +9.4% | +15.2% | -5.8% | +1.2% |
| YTD | +13.3% | -6.3% | +19.6% | +13.9% |
| 1Y | +13.4% | -19.1% | +32.5% | +20.9% |
| 3Y | +50.4% | +8.2% | +42.2% | +38.1% |
| 5Y | +49.0% | +75.6% | -26.7% | +9.1% |
| 10Y | +182.6% | +471.1% | -288.5% | +26.7% |
| All | +1,054.0% | +2,535.8% | -1,481.8% | +230.4% |
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