-10.9%
MSCI vs AJG
+75.6%
-86.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -4.7% | -8.5% | +3.8% | -0.2% |
| 30D | -2.2% | -3.8% | +1.6% | -0.4% |
| 3M | -9.7% | +10.8% | -20.5% | -14.9% |
| 6M | +0.3% | +15.6% | -15.4% | -7.9% |
| YTD | -3.5% | -5.1% | +1.6% | -1.9% |
| 1Y | -1.4% | -16.0% | +14.7% | +7.1% |
| 3Y | +6.6% | +9.7% | -3.2% | -10.0% |
| 5Y | -10.9% | +77.8% | -88.7% | -52.2% |
| All | -10.9% | +75.6% | -86.5% | -52.2% |
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