+390.6%
LLY vs AJG
+74.4%
+316.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.2% |
| 7D | -2.9% | -8.3% | +5.3% | -0.1% |
| 30D | -8.4% | -5.7% | -2.8% | -6.7% |
| 3M | -3.8% | +9.1% | -12.8% | -6.5% |
| 6M | +11.9% | +15.2% | -3.3% | +6.4% |
| YTD | +4.3% | -6.3% | +10.6% | +6.3% |
| 1Y | +48.5% | -19.1% | +67.6% | +59.7% |
| 3Y | +91.2% | +8.2% | +83.0% | +80.7% |
| All | +390.6% | +74.4% | +316.3% | +273.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling