+155.1%
NEM vs AJG
+74.4%
+80.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.6% |
| 7D | -1.0% | -8.3% | +7.3% | -0.6% |
| 30D | +7.8% | -5.7% | +13.5% | +8.1% |
| 3M | +30.2% | +9.1% | +21.1% | +29.3% |
| 6M | +9.6% | +15.2% | -5.6% | +8.1% |
| YTD | +27.8% | -6.3% | +34.1% | +29.4% |
| 1Y | +60.7% | -19.1% | +79.8% | +66.4% |
| 3Y | +245.3% | +8.2% | +237.1% | +248.7% |
| All | +155.1% | +74.4% | +80.7% | +158.1% |
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 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