+6.8%
IR vs AJG
+9.5%
-2.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -3.1% | -8.5% | +5.4% | -1.0% |
| 30D | -14.0% | -3.8% | -10.2% | -13.3% |
| 3M | +3.7% | +10.8% | -7.1% | +0.5% |
| 6M | -15.4% | +15.6% | -31.0% | -19.2% |
| YTD | -7.7% | -5.1% | -2.5% | -6.5% |
| 1Y | -8.8% | -16.0% | +7.2% | -4.0% |
| All | +6.8% | +9.5% | -2.8% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling