+273.7%
IR vs AJG
+404.1%
-130.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.5% |
| 7D | -4.5% | -8.3% | +3.8% | +0.2% |
| 30D | -13.9% | -5.7% | -8.3% | -11.3% |
| 3M | -0.3% | +9.1% | -9.4% | -6.4% |
| 6M | -14.3% | +15.2% | -29.5% | -22.7% |
| YTD | -7.9% | -6.3% | -1.6% | -6.6% |
| 1Y | -9.9% | -19.1% | +9.2% | -0.3% |
| 3Y | +6.5% | +8.2% | -1.7% | -6.4% |
| 5Y | +34.0% | +75.6% | -41.6% | -16.8% |
| All | +273.7% | +404.1% | -130.3% | +31.3% |
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