+53.1%
MMM vs AJG
+473.1%
-420.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.8% |
| 7D | -2.1% | -8.3% | +6.1% | +1.3% |
| 30D | -9.8% | -5.7% | -4.2% | -7.9% |
| 3M | +4.9% | +9.1% | -4.2% | +0.2% |
| 6M | +7.3% | +15.2% | -7.9% | -0.5% |
| YTD | +4.5% | -6.3% | +10.8% | +5.6% |
| 1Y | +5.4% | -19.1% | +24.5% | +13.7% |
| 3Y | +98.6% | +8.2% | +90.4% | +84.7% |
| 5Y | +27.4% | +75.6% | -48.3% | -7.8% |
| All | +53.1% | +473.1% | -420.0% | -39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling