+18.9%
IWM vs AJG
+19.3%
-0.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -3.9% | +1.7% |
| 7D | +1.0% | +10.7% | -9.8% | +1.3% |
| 30D | +0.2% | +26.9% | -26.7% | +1.1% |
| 3M | -5.6% | +16.6% | -22.2% | -5.1% |
| 6M | +2.7% | +40.1% | -37.4% | +3.7% |
| YTD | +16.2% | +12.4% | +3.7% | +18.3% |
| 1Y | +18.9% | +15.9% | +3.0% | +20.7% |
| All | +18.9% | +19.3% | -0.4% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling