+2,322.2%
MSCI vs AJG
+1,505.2%
+817.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.0% | +0.2% | -1.2% |
| 7D | -2.1% | -3.8% | +1.7% | +0.3% |
| 30D | -1.7% | +1.6% | -3.4% | -2.9% |
| 3M | -8.2% | +18.6% | -26.9% | -18.2% |
| 6M | -2.4% | +10.9% | -13.3% | -9.7% |
| YTD | -2.8% | -2.0% | -0.9% | -3.5% |
| 1Y | -2.7% | -14.9% | +12.3% | +5.2% |
| 3Y | +7.3% | +13.4% | -6.1% | -7.7% |
| 5Y | -11.4% | +83.2% | -94.7% | -45.3% |
| 10Y | +605.8% | +484.3% | +121.6% | +105.7% |
| All | +2,322.2% | +1,505.2% | +817.0% | +277.5% |
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