+61.7%
IWM vs AJG
+9.5%
+52.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -2.5% | -8.5% | +6.0% | -1.8% |
| 30D | -4.4% | -3.8% | -0.6% | -4.1% |
| 3M | +2.2% | +10.8% | -8.6% | +0.7% |
| 6M | +14.0% | +15.6% | -1.6% | +11.6% |
| YTD | +17.4% | -5.1% | +22.5% | +18.5% |
| 1Y | +22.9% | -16.0% | +39.0% | +27.3% |
| All | +61.7% | +9.5% | +52.1% | +56.5% |
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