+82.7%
MET vs AJG
+74.4%
+8.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.9% |
| 7D | -0.5% | -8.3% | +7.8% | +3.2% |
| 30D | +0.5% | -5.7% | +6.2% | +2.9% |
| 3M | +11.6% | +9.1% | +2.5% | +6.8% |
| 6M | +40.8% | +15.2% | +25.6% | +31.0% |
| YTD | +25.7% | -6.3% | +32.0% | +28.1% |
| 1Y | +24.4% | -19.1% | +43.5% | +36.1% |
| 3Y | +67.5% | +8.2% | +59.2% | +54.8% |
| All | +82.7% | +74.4% | +8.4% | +25.0% |
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 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