+7.5%
MSCI vs AJG
+8.2%
-0.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | -3.2% | -8.3% | +5.1% | -0.5% |
| 30D | -1.1% | -5.7% | +4.5% | +0.6% |
| 3M | -6.3% | +9.1% | -15.4% | -8.8% |
| 6M | +2.1% | +15.2% | -13.1% | -2.3% |
| YTD | -2.3% | -6.3% | +4.0% | -1.4% |
| 1Y | -3.9% | -19.1% | +15.2% | +1.4% |
| 3Y | +7.5% | +8.2% | -0.8% | -3.1% |
| All | +7.5% | +8.2% | -0.7% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling