+620.6%
MSCI vs AJG
+473.1%
+147.5%
-43.7%
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% | +2.1% |
| 7D | -3.2% | -8.3% | +5.1% | +2.3% |
| 30D | -1.1% | -5.7% | +4.5% | +2.4% |
| 3M | -6.3% | +9.1% | -15.4% | -12.3% |
| 6M | +2.1% | +15.2% | -13.1% | -8.3% |
| YTD | -2.3% | -6.3% | +4.0% | 0.0% |
| 1Y | -3.9% | -19.1% | +15.2% | +8.1% |
| 3Y | +7.5% | +8.2% | -0.8% | -7.5% |
| 5Y | -9.8% | +75.6% | -85.4% | -48.0% |
| All | +620.6% | +473.1% | +147.5% | +86.6% |
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