+66.9%
IYR vs AJG
+473.1%
-406.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | -1.4% | -8.3% | +6.9% | +2.6% |
| 30D | -2.7% | -5.7% | +3.0% | -0.2% |
| 3M | -2.1% | +9.1% | -11.2% | -6.9% |
| 6M | +3.6% | +15.2% | -11.6% | -4.6% |
| YTD | +8.1% | -6.3% | +14.4% | +9.5% |
| 1Y | +4.7% | -19.1% | +23.8% | +14.0% |
| 3Y | +29.1% | +8.2% | +20.9% | +16.0% |
| 5Y | +6.9% | +75.6% | -68.7% | -29.5% |
| All | +66.9% | +473.1% | -406.2% | -33.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling