-4.9%
LYB vs AJG
+74.4%
-79.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | +0.3% | -8.3% | +8.5% | +2.1% |
| 30D | +2.5% | -5.7% | +8.1% | +3.6% |
| 3M | +1.4% | +9.1% | -7.7% | -1.2% |
| 6M | -3.5% | +15.2% | -18.7% | -7.5% |
| YTD | +52.0% | -6.3% | +58.3% | +54.2% |
| 1Y | +22.1% | -19.1% | +41.2% | +29.5% |
| 3Y | -22.8% | +8.2% | -31.0% | -26.7% |
| All | -4.9% | +74.4% | -79.3% | -27.7% |
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