+302.4%
MXL vs AJG
+473.1%
-170.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.2% | +8.8% | +8.1% |
| 7D | +18.9% | -8.3% | +27.1% | +23.1% |
| 30D | +0.3% | -5.7% | +6.0% | +2.1% |
| 3M | -8.0% | +9.1% | -17.1% | -17.0% |
| 6M | +341.2% | +15.2% | +326.0% | +277.0% |
| YTD | +327.8% | -6.3% | +334.1% | +312.2% |
| 1Y | +364.9% | -19.1% | +384.0% | +391.0% |
| 3Y | +229.2% | +8.2% | +221.0% | +148.4% |
| 5Y | +42.8% | +75.6% | -32.9% | -32.7% |
| All | +302.4% | +473.1% | -170.7% | -14.5% |
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 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