+760.2%
IVV vs AJG
+3,085.4%
-2,325.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.5% | -1.2% |
| 7D | +2.6% | +0.5% | +2.1% | +2.4% |
| 30D | -2.0% | +19.4% | -21.4% | -8.5% |
| 3M | -2.8% | +11.9% | -14.7% | -7.4% |
| 6M | +2.2% | +48.3% | -46.1% | -13.4% |
| YTD | +11.5% | +10.3% | +1.2% | +4.9% |
| 1Y | +13.5% | +11.5% | +2.0% | +6.1% |
| 3Y | +78.1% | +17.5% | +60.5% | +59.5% |
| 5Y | +73.1% | +79.8% | -6.7% | +29.9% |
| 10Y | +310.4% | +541.5% | -231.0% | +90.1% |
| All | +760.2% | +3,085.4% | -2,325.2% | +167.7% |
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