+1,198.5%
MET vs AJG
+3,137.8%
-1,939.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | -2.5% | -8.5% | +6.0% | +3.0% |
| 30D | 0.0% | -3.8% | +3.7% | +2.1% |
| 3M | +13.1% | +10.8% | +2.2% | +5.0% |
| 6M | +39.0% | +15.6% | +23.4% | +24.9% |
| YTD | +25.2% | -5.1% | +30.3% | +26.0% |
| 1Y | +25.6% | -16.0% | +41.7% | +35.8% |
| 3Y | +67.1% | +9.7% | +57.3% | +48.9% |
| 5Y | +85.1% | +77.8% | +7.3% | +18.3% |
| 10Y | +245.5% | +478.2% | -232.8% | +6.8% |
| All | +1,198.5% | +3,137.8% | -1,939.2% | +108.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling