+1,057.5%
KEY vs AJG
+11,671.2%
-10,613.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.3% | +0.3% |
| 7D | +2.7% | -3.8% | +6.5% | +4.7% |
| 30D | -3.2% | +1.6% | -4.8% | -4.3% |
| 3M | +1.0% | +18.6% | -17.7% | -8.7% |
| 6M | +11.9% | +10.9% | +1.0% | +4.1% |
| YTD | +8.7% | -2.0% | +10.7% | +7.0% |
| 1Y | +18.5% | -14.9% | +33.4% | +25.0% |
| 3Y | +124.0% | +13.4% | +110.5% | +97.9% |
| 5Y | +40.8% | +83.2% | -42.4% | -4.3% |
| 10Y | +167.0% | +484.3% | -317.3% | +5.4% |
| All | +1,057.5% | +11,671.2% | -10,613.8% | +104.0% |
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