+24.4%
LYB vs AJG
-12.9%
+37.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.8% |
| 7D | -0.2% | -1.8% | +1.6% | -0.2% |
| 30D | +8.7% | +4.6% | +4.1% | +8.4% |
| 3M | -3.0% | +24.9% | -27.9% | -4.1% |
| 6M | +4.7% | +17.2% | -12.5% | +4.7% |
| YTD | +51.6% | +2.2% | +49.4% | +57.1% |
| 1Y | +24.4% | -11.5% | +35.9% | +36.8% |
| All | +24.4% | -12.9% | +37.2% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling