+2,272.4%
JCI vs AJG
+11,290.2%
-9,017.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | +0.4% | -8.5% | +8.9% | +3.2% |
| 30D | -7.7% | -3.8% | -4.0% | -6.8% |
| 3M | +2.8% | +10.8% | -8.1% | -1.5% |
| 6M | +7.2% | +15.6% | -8.4% | +0.8% |
| YTD | +20.0% | -5.1% | +25.1% | +19.5% |
| 1Y | +33.3% | -16.0% | +49.3% | +37.6% |
| 3Y | +161.3% | +9.7% | +151.6% | +144.7% |
| 5Y | +108.8% | +77.8% | +31.0% | +67.0% |
| 10Y | +334.6% | +478.2% | -143.6% | +146.7% |
| All | +2,272.4% | +11,290.2% | -9,017.8% | +612.2% |
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