+92.5%
LLY vs AJG
+9.5%
+83.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -3.2% | -8.5% | +5.4% | -0.8% |
| 30D | -7.4% | -3.8% | -3.7% | -6.5% |
| 3M | -1.0% | +10.8% | -11.9% | -3.5% |
| 6M | +12.5% | +15.6% | -3.1% | +8.3% |
| YTD | +5.0% | -5.1% | +10.1% | +7.0% |
| 1Y | +49.8% | -16.0% | +65.8% | +59.0% |
| All | +92.5% | +9.5% | +83.0% | +75.6% |
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