+689.7%
IYR vs AJG
+2,660.4%
-1,970.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.7% |
| 6M | +3.6% | +15.2% | -11.6% | -4.4% |
| YTD | +8.1% | -6.3% | +14.4% | +9.1% |
| 1Y | +4.7% | -19.1% | +23.8% | +12.8% |
| 3Y | +29.1% | +8.2% | +20.9% | +18.3% |
| 5Y | +6.9% | +75.6% | -68.7% | -23.7% |
| 10Y | +69.0% | +471.1% | -402.2% | -32.0% |
| All | +689.7% | +2,660.4% | -1,970.7% | +94.4% |
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