+776.1%
IVV vs AJG
+2,849.5%
-2,073.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | +0.1% | -1.8% | +1.9% | +0.8% |
| 30D | +0.1% | +4.6% | -4.6% | -1.8% |
| 3M | +2.0% | +24.9% | -22.9% | -7.1% |
| 6M | +13.0% | +17.2% | -4.2% | +4.9% |
| YTD | +13.6% | +2.2% | +11.4% | +10.6% |
| 1Y | +20.1% | -11.5% | +31.6% | +23.0% |
| 3Y | +77.6% | +16.7% | +60.9% | +60.0% |
| 5Y | +82.5% | +89.6% | -7.1% | +34.5% |
| 10Y | +316.5% | +512.4% | -195.9% | +97.5% |
| All | +776.1% | +2,849.5% | -2,073.4% | +182.2% |
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